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

The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups
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Lamperti 对应关系扩展到局部紧群中的 Lévy 过程和半稳定马尔可夫过程

DOI:
10.1016/j.spa.2005.11.009
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发表时间:
2006
影响因子:
1.4
通讯作者:
O. Chybiryakov
O. Chybiryakov
中科院分区:
数学3区
文献类型:
--
作者:
O. Chybiryakov

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建立了局部紧群中半稳定马氏过程的Lamperti表示。我们还研究了在R和C值的过程的特殊情况下,假设他们不访问0。这些Lamperti表示产生这些半稳定马尔可夫过程的一些性质。
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.