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On some transformations between positive self-similar Markov processes | |
VICTOR MANUEL RIVERO MERCADO | |
Acceso Abierto | |
Atribución-NoComercial-CompartirIgual | |
Procesos Estocasticos | |
A path decomposition at the infimum for positive self-similar Markov processes (pssMp) is obtained. Next, several aspects of the conditioning to hit 0 of a pssMp are studied. Associated to a given pssMp X, that never hits 0, we construct a pssMp X# that hits 0 in a finite time. The latter can be viewed as X conditioned to hit 0 in a finite time, and we prove that this conditioning is determined by the pre-minimum part of X. Finally, we provide a method for conditioning a pssMp that hits 0 by a jump to do it continuously | |
Elsevier Science | |
2007 | |
Artículo | |
Inglés | |
Investigadores | |
PROCESOS ESTOCÁSTICOS | |
Versión publicada | |
publishedVersion - Versión publicada | |
Appears in Collections: | Probababilidad Y Estadística |
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