In this talk, we consider self-similar Markov processes defined on $R^d$ without the origin, which are killed upon hitting the origin. The goal is to try to take a weak limit as $x\rightarrow0$ under mild assumptions. The process started at the origin is obtained in a unique way by conditioning the process to be continuously absorbed at the origin and then reversing time from the absorption time. The proof uses recent techniques in Markov additive process and the Lamperti-Kiu tranformation. This is joint work with Loïc Chaumont, Andreas Kyprianou and Victor Rivero.Non UBCUnreviewedAuthor affiliation: University of BathPostdoctora
We study scaling limits of non-increasing Markov chains with values in the set of non-negative inte...
In this paper, we obtain a Lamperti type representation for real-valued self-similar Markov processe...
We discuss the existence and characterization of quasi-stationary distributions and Yaglom limits of...
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...
In this talk, we present a necessary and sufficient condition for the existence of recurrent extensi...
Using Lamperti’s relationship between Lévy processes and positive self-similar Markov processes (pss...
Abstract: This note surveys some recent results on self-similar Markov processes. Since the research...
For a positive self-similar Markov process, $X$, we construct a local time for the random set, $\The...
For Markov processes in weak duality, we study time changes, decompositions of Revuz measure, and po...
31 pagesIn his 1972 paper, John Lamperti characterized all positive self-similar Markov processes as...
AbstractFor Markov processes in weak duality, we study time changes, decompositions of Revuz measure...
Published at http://dx.doi.org/10.1214/009117905000000611 in the Annals of Probability (http://www.i...
7 pagesIt has been shown by Bertoin and Yor (2002) that the law of positive self-similar Markov proc...
AbstractWe discuss the existence and characterization of quasi-stationary distributions and Yaglom l...
condition, excursion Let X = (Xt)t≥0 be a self-similar Markov process with values in [0,∞[, such tha...
We study scaling limits of non-increasing Markov chains with values in the set of non-negative inte...
In this paper, we obtain a Lamperti type representation for real-valued self-similar Markov processe...
We discuss the existence and characterization of quasi-stationary distributions and Yaglom limits of...
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...
In this talk, we present a necessary and sufficient condition for the existence of recurrent extensi...
Using Lamperti’s relationship between Lévy processes and positive self-similar Markov processes (pss...
Abstract: This note surveys some recent results on self-similar Markov processes. Since the research...
For a positive self-similar Markov process, $X$, we construct a local time for the random set, $\The...
For Markov processes in weak duality, we study time changes, decompositions of Revuz measure, and po...
31 pagesIn his 1972 paper, John Lamperti characterized all positive self-similar Markov processes as...
AbstractFor Markov processes in weak duality, we study time changes, decompositions of Revuz measure...
Published at http://dx.doi.org/10.1214/009117905000000611 in the Annals of Probability (http://www.i...
7 pagesIt has been shown by Bertoin and Yor (2002) that the law of positive self-similar Markov proc...
AbstractWe discuss the existence and characterization of quasi-stationary distributions and Yaglom l...
condition, excursion Let X = (Xt)t≥0 be a self-similar Markov process with values in [0,∞[, such tha...
We study scaling limits of non-increasing Markov chains with values in the set of non-negative inte...
In this paper, we obtain a Lamperti type representation for real-valued self-similar Markov processe...
We discuss the existence and characterization of quasi-stationary distributions and Yaglom limits of...