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http://cimat.repositorioinstitucional.mx/jspui/handle/1008/650| On Some Transformation Between Positive Self-Similar Markov Processes | |
| VICTOR MANUEL RIVERO MERCADO | |
| Acceso Abierto | |
| Atribución-NoComercial | |
| Procesos Estocásticos | |
| A path decomp osition at the inmum for p ositive self-similar Markov pro cesses (pssMp) is obtained. Next, several asp ects of the conditioning to hit 0 of a pssMp are studied. Asso ciated to a given a pssMp X, that never hits 0, we construct a pssMp X ↓ that hits 0 in a nite time. The latter can b e viewed as X conditioned to hit 0 in a nite time and we prove that this conditioning is determined by the pre-minimum part of X. Finally, we provide a metho d for conditioning a pssMp that hits 0 by a jump to do it continuously | |
| Centro de Investigación en Matemáticas AC | |
| 16-01-2006 | |
| Reporte | |
| Inglés | |
| Investigadores | |
| PROCESOS ESTOCÁSTICOS | |
| Versión publicada | |
| publishedVersion - Versión publicada | |
| Aparece en las colecciones: | Reportes Técnicos - Probabilidad y Estadística |
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| Fichero | Tamaño | Formato | |
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| I-06-01.pdf | 472.44 kB | Adobe PDF | Visualizar/Abrir |