Por favor, use este identificador para citar o enlazar este ítem:
http://cimat.repositorioinstitucional.mx/jspui/handle/1008/910| 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 | |
| Aparece en las colecciones: | Probababilidad Y Estadística |
Cargar archivos:
| Fichero | Tamaño | Formato | |
|---|---|---|---|
| VRivero2.pdf | 370.25 kB | Adobe PDF | Visualizar/Abrir |