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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 | |
Appears in Collections: | Reportes Técnicos - Probabilidad y Estadística |
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