7 pagesIt has been shown by Bertoin and Yor (2002) that the law of positive self-similar Markov processes (pssMps) that only jump downwards and do not hit zero in finite time are uniquely determined by their entire moments for which explicit formulas have been derived. We use a recent jump-type stochastic differential equation approach to reprove and to extend their formulas
Abstract We establish integral tests and laws of the iterated logarithm for the upper envelope of th...
AbstractWe consider some special classes of Lévy processes with no gaussian component whose Lévy mea...
We establish integral tests and laws of the iterated logartihm for the upper envelope of the future ...
AbstractA path decomposition at the infimum for positive self-similar Markov processes (pssMp) is ob...
31 pagesIn his 1972 paper, John Lamperti characterized all positive self-similar Markov processes as...
38 pagesWe present a new approach to positive self-similar Markov processes (pssMps) by reformulatin...
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...
In this talk, we consider self-similar Markov processes defined on $R^d$ without the origin, which a...
We study a class of self-similar jump type SDEs driven by Hölder-continuous drift and noise coeffici...
Published at http://dx.doi.org/10.1214/009117905000000611 in the Annals of Probability (http://www.i...
Abstract: We establish integral tests in connection with laws of the iterated logarithm at 0 and at ...
This paper addresses the question of predicting when a positive self-similar Markov process XX attai...
We establish integral tests and laws of the iterated logarithm at $0$ and at $+\infty$, for the uppe...
For a positive self-similar Markov process, X, we construct a local time for the random set, Θ, of t...
Abstract We establish integral tests and laws of the iterated logarithm for the upper envelope of th...
AbstractWe consider some special classes of Lévy processes with no gaussian component whose Lévy mea...
We establish integral tests and laws of the iterated logartihm for the upper envelope of the future ...
AbstractA path decomposition at the infimum for positive self-similar Markov processes (pssMp) is ob...
31 pagesIn his 1972 paper, John Lamperti characterized all positive self-similar Markov processes as...
38 pagesWe present a new approach to positive self-similar Markov processes (pssMps) by reformulatin...
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...
In this talk, we consider self-similar Markov processes defined on $R^d$ without the origin, which a...
We study a class of self-similar jump type SDEs driven by Hölder-continuous drift and noise coeffici...
Published at http://dx.doi.org/10.1214/009117905000000611 in the Annals of Probability (http://www.i...
Abstract: We establish integral tests in connection with laws of the iterated logarithm at 0 and at ...
This paper addresses the question of predicting when a positive self-similar Markov process XX attai...
We establish integral tests and laws of the iterated logarithm at $0$ and at $+\infty$, for the uppe...
For a positive self-similar Markov process, X, we construct a local time for the random set, Θ, of t...
Abstract We establish integral tests and laws of the iterated logarithm for the upper envelope of th...
AbstractWe consider some special classes of Lévy processes with no gaussian component whose Lévy mea...
We establish integral tests and laws of the iterated logartihm for the upper envelope of the future ...