• 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