Please use this identifier to cite or link to this item: 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
Appears in Collections:Reportes Técnicos - Probabilidad y Estadística

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