The Entrance Laws of Self-Similar Markov Processes and Exponential Functionals of Lévy Processes

被引：3
|
作者：
Jean Bertoin
Marc Yor
机构：
[1] Université Pierre et Marie Curie,Laboratoire de Probabilités et Modèles Aléatoires
[2] Institut universitaire de France,undefined
来源：
Potential Analysis | 2002年 / 17卷
关键词：
semi-stable Markov process; entrance distribution; Lévy process; exponential functional;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We consider the asymptotic behavior of semi-stable Markov processes valued in ]0,∞[ when the starting point tends to 0. The entrance distribution is expressed in terms of the exponential functional of the underlying Lévy process which appears in Lamperti's representation of a semi-stable Markov process.
引用
收藏
页码：389 / 400
页数：11
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