Add to ORKGIn this paper we obtain a Lamperti type representation for real-valued self-similar Markov processes, killed at their hitting time of zero. Namely, we represent real-valued self-similar Markov processes as time changed multiplicative invariant processes. Doing so, we complete Kiu's work \cite{Kiu80}, following some ideas in \cite{Chybiryakov} in order to characterize the underlying processes in this representation. We provide some examples where the characteristics of the underlying processes can be computed explicitly
This version: 09 - 02 -2005To appear in Ann. Prob., 2005Using Lamperti's relationship between Lévy p...
31 pagesIn his 1972 paper, John Lamperti characterized all positive self-similar Markov processes as...
We start by providing an explicit characterization and analytical properties, including the persiste...
In this paper, we obtain a Lamperti type representation for real-valued self-similar Markov processe...
Positive self-similar Markov processes (pssMp) are positive Markov processes that satisfy the scalin...
In this talk, we present a necessary and sufficient condition for the existence of recurrent extensi...
By killing a stable Lévy process when it leaves the positive half-line, or by conditioning it to sta...
We establish integral tests and laws of the iterated logarithm for the lower envelope of positive se...
For a positive self-similar Markov process, $X$, we construct a local time for the random set, $\The...
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...
We establish integral tests and laws of the iterated logartihm for the upper envelope of the future ...
A classical result, due to Lamperti, establishes a one-to-one correspondence between a class of stri...
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...
AbstractWe consider some special classes of Lévy processes with no gaussian component whose Lévy mea...
This version: 09 - 02 -2005To appear in Ann. Prob., 2005Using Lamperti's relationship between Lévy p...
31 pagesIn his 1972 paper, John Lamperti characterized all positive self-similar Markov processes as...
We start by providing an explicit characterization and analytical properties, including the persiste...
In this paper, we obtain a Lamperti type representation for real-valued self-similar Markov processe...
Positive self-similar Markov processes (pssMp) are positive Markov processes that satisfy the scalin...
In this talk, we present a necessary and sufficient condition for the existence of recurrent extensi...
By killing a stable Lévy process when it leaves the positive half-line, or by conditioning it to sta...
We establish integral tests and laws of the iterated logarithm for the lower envelope of positive se...
For a positive self-similar Markov process, $X$, we construct a local time for the random set, $\The...
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...
We establish integral tests and laws of the iterated logartihm for the upper envelope of the future ...
A classical result, due to Lamperti, establishes a one-to-one correspondence between a class of stri...
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...
AbstractWe consider some special classes of Lévy processes with no gaussian component whose Lévy mea...
This version: 09 - 02 -2005To appear in Ann. Prob., 2005Using Lamperti's relationship between Lévy p...
31 pagesIn his 1972 paper, John Lamperti characterized all positive self-similar Markov processes as...
We start by providing an explicit characterization and analytical properties, including the persiste...