Time-changes of self-similar Markov processes

J. Vuolle-Apiala

Annales de l'I.H.P. Probabilités et statistiques (1989)

  • Volume: 25, Issue: 4, page 581-587
  • ISSN: 0246-0203

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Vuolle-Apiala, J.. "Time-changes of self-similar Markov processes." Annales de l'I.H.P. Probabilités et statistiques 25.4 (1989): 581-587. <http://eudml.org/doc/77365>.

@article{Vuolle1989,
author = {Vuolle-Apiala, J.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {self-similar; Markov process; time-change; Lévy process; additive functional},
language = {eng},
number = {4},
pages = {581-587},
publisher = {Gauthier-Villars},
title = {Time-changes of self-similar Markov processes},
url = {http://eudml.org/doc/77365},
volume = {25},
year = {1989},
}

TY - JOUR
AU - Vuolle-Apiala, J.
TI - Time-changes of self-similar Markov processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1989
PB - Gauthier-Villars
VL - 25
IS - 4
SP - 581
EP - 587
LA - eng
KW - self-similar; Markov process; time-change; Lévy process; additive functional
UR - http://eudml.org/doc/77365
ER -

References

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  1. [1] R.M. Blumenthal and R.K. Getoor, Markov Processes and Potential Theory, New York, Academic Press, 1968. Zbl0169.49204MR264757
  2. [2] R.K. Getoor, Transience and Recurrence of Markov Processes, Séminaire de Probabilités XIV, 1978/79, pp. 397-409. Zbl0431.60067MR580144
  3. [3] R.K. Getoor and M.J. Sharpe, Naturality, Standardness and weak Duality for Markov Processes, Z. Wahrscheinlichkeitstheorie verw. Geb., Vol. 67, 1984, p. 1-62. Zbl0553.60070MR756804
  4. [4] S.E. Graversen and J. Vuolle-Apiala, α-Self-Similar Markov Processes, Prob. Th. Rel. Fields, Vol. 71, 1986, pp. 149-158. Zbl0561.60085MR814666
  5. [5] J.W. Lamperti, Semi-Stable Markov Processes I, Z. Wahrscheinlichkeitstheorie verw. Geb., Vol. 22, 1972, pp. 205-225. Zbl0274.60052MR307358
  6. [6] J. Vuolle-Apiala and S.E. Graversen, Duality Theory for Self-Similar Processes, Ann. Inst. Henri Poincaré, Probabilités et Statistiques, Vol. 22, (3), 1986, pp. 323-332. Zbl0608.60057MR871085

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