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
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