Add to ORKGSummary We show that an isotropic self-similar Markov process in Rd has a skew product structure if and only if its radial and angular parts do not jump at same time
AbstractA path decomposition at the infimum for positive self-similar Markov processes (pssMp) is ob...
In this note we obtain two different types of skew-product representations of the multidimensional D...
AbstractA stochastic process on a finite-dimensional real vector space is operator-self-similar if a...
AbstractWe show that an isotropic self-similar Markov process in Rd has a skew product structure if ...
We show that an isotropic self-similar Markov process in has a skew product structure if and only if...
50 pagesInternational audienceThe first aim of this paper is to introduce a class of Markov chains o...
Abstract: This note surveys some recent results on self-similar Markov processes. Since the research...
AbstractOperator self similar stochastic processes taking values in a finite dimensional Euclidean s...
7 pagesIt has been shown by Bertoin and Yor (2002) that the law of positive self-similar Markov proc...
31 pagesIn his 1972 paper, John Lamperti characterized all positive self-similar Markov processes as...
In this talk, we consider self-similar Markov processes defined on $R^d$ without the origin, which a...
The classical skew-product decomposition of planar Brownian motion represents the process in polar c...
A classical result, due to Lamperti, establishes a one-to-one correspondence between a class of stri...
An R d-valued Markov process X (x) t = (X 1,x 1 t ,. .. , X d,x d t), t ≥ 0, x ∈ R d is said to be m...
Using Lamperti’s relationship between Lévy processes and positive self-similar Markov processes (pss...
AbstractA path decomposition at the infimum for positive self-similar Markov processes (pssMp) is ob...
In this note we obtain two different types of skew-product representations of the multidimensional D...
AbstractA stochastic process on a finite-dimensional real vector space is operator-self-similar if a...
AbstractWe show that an isotropic self-similar Markov process in Rd has a skew product structure if ...
We show that an isotropic self-similar Markov process in has a skew product structure if and only if...
50 pagesInternational audienceThe first aim of this paper is to introduce a class of Markov chains o...
Abstract: This note surveys some recent results on self-similar Markov processes. Since the research...
AbstractOperator self similar stochastic processes taking values in a finite dimensional Euclidean s...
7 pagesIt has been shown by Bertoin and Yor (2002) that the law of positive self-similar Markov proc...
31 pagesIn his 1972 paper, John Lamperti characterized all positive self-similar Markov processes as...
In this talk, we consider self-similar Markov processes defined on $R^d$ without the origin, which a...
The classical skew-product decomposition of planar Brownian motion represents the process in polar c...
A classical result, due to Lamperti, establishes a one-to-one correspondence between a class of stri...
An R d-valued Markov process X (x) t = (X 1,x 1 t ,. .. , X d,x d t), t ≥ 0, x ∈ R d is said to be m...
Using Lamperti’s relationship between Lévy processes and positive self-similar Markov processes (pss...
AbstractA path decomposition at the infimum for positive self-similar Markov processes (pssMp) is ob...
In this note we obtain two different types of skew-product representations of the multidimensional D...
AbstractA stochastic process on a finite-dimensional real vector space is operator-self-similar if a...