The entrance laws of self-similar Markov processes and exponential functionals of Levy processes

被引：58
|
作者：
Bertoin, J [1 ]
Yor, M [1 ]
机构：
[1] Univ Paris 06, Lab Probabil & Modeles Aleatoires, F-75013 Paris, France
来源：
POTENTIAL ANALYSIS | 2002年 / 17卷 / 04期
关键词：
semi-stable Markov process; entrance distribution; Levy process; exponential functional;
D O I：
10.1023/A:1016377720516
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We consider the asymptotic behavior of semi-stable Markov processes valued in ]0,infinity[ when the starting point tends to 0. The entrance distribution is expressed in terms of the exponential functional of the underlying Levy process which appears in Lamperti's representation of a semi-stable Markov process.
引用
收藏
页码：389 / 400
页数：12
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