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

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