Please use this identifier to cite or link to this item: 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
Appears in Collections:Probababilidad Y Estadística

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