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http://cimat.repositorioinstitucional.mx/jspui/handle/1008/911| Recurrent extensions of self-similar Markov processes and Cramer's condition | |
| VICTOR MANUEL RIVERO MERCADO | |
| Acceso Abierto | |
| Atribución-NoComercial-CompartirIgual | |
| Procesos de Markov Procesos de Levy | |
| Let ? be a real-valued Levy process that satisfies Cramer's condition, process associated with ? via Lamperti's transformation. In this case, the assumptions set out by Vuolle-Apiala. We deduce from the latter excursion measure n, compatible with the semigroup of X and such give a precise description of n via its associated entrance law. To this end, process XA, which can be viewed as X conditioned never to hit 0, and to the way in which the Brownian excursion measure is constructed via An alternative description of n is given by specifying the law of the excursion have a given length. We establish some duality relations from which we time reversal of n | |
| Bernoulli Society for Mathematical Statistics and Probability | |
| 2007 | |
| Artículo | |
| Inglés | |
| Investigadores | |
| PROCESOS DE MARKOV | |
| Versión publicada | |
| publishedVersion - Versión publicada | |
| Aparece en las colecciones: | Probababilidad Y Estadística |
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|---|---|---|---|
| VRivero3.pdf | 3.37 MB | Adobe PDF | Visualizar/Abrir |