The Lamperti correspondence extended to Levy processes and semi-stable Markov processes in locally compact groups

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:116

Article

Chybiryakov, O

关键词: semi-stable Markov processes;    multiplicative Levy processes;    Lamperti representation;    time-change;    Feller processes;   

DOI  :  10.1016/j.spa.2005.11.009

来源: Elsevier

【 摘 要 】

We establish Lamperti representations for semi-stable Markov processes in locally compact groups. We also study the particular cases of processes with values in R and C under the hypothesis that they do not visit 0. These Lamperti representations yield some properties of these semi-stable Markov processes. (C) 2005 Elsevier B.V. All rights reserved.

【 授权许可】

Free