Isotropic self-similar Markov processes

被引：4
|
作者：
Liao, Ming [1 ]
Wang, Longmin [2 ]
机构：
[1] Auburn Univ, Dept Math, Auburn, AL 36849 USA
[2] Nankai Univ, Sch Math Sci, Tianjin 300071, Peoples R China
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2011年 / 121卷 / 09期
关键词：
Self-similar processes; Skew product; Levy processes;
D O I：
10.1016/j.spa.2011.05.008
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We show that an isotropic self-similar Markov process in R-d has a skew product structure if and only if its radial and angular parts do not jump at the same time. (C) 2011 Elsevier B.V. All rights reserved.
引用
收藏
页码：2064 / 2071
页数：8
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