Title of article :
The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups
Author/Authors :
Chybiryakov، نويسنده , , Oleksandr، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Pages :
16
From page :
857
To page :
872
Abstract :
We establish Lamperti representations for semi-stable Markov processes in locally compact groups. We also study the particular cases of processes with values in R and C under the hypothesis that they do not visit 0. These Lamperti representations yield some properties of these semi-stable Markov processes.
Keywords :
Semi-stable Markov processes , Multiplicative Lévy processes , Lamperti representation , Time-change , Feller processes
Journal title :
Stochastic Processes and their Applications
Serial Year :
2006
Journal title :
Stochastic Processes and their Applications
Record number :
1577792
Link To Document :
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