printable pdf
比利时vs摩洛哥足彩 ,
university of california san diego

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math 288 - probability seminar

pat fitzsimmons

ucsd

recurrent extensions of self-similar markov processes

abstract:

let $x=(x_t)_{t\ge 0}$ be a self-similar markov process with values in the non-negative half line, such that the state $0$ is a trap. we present a necessary and sufficient condition for the existence of a self-similar recurrent extension of $x$ that leaves $0$ continuously. this condition is expressed in terms of the l\'evy process associated with $x$ by the lamperti transformation.

host:

april 27, 2006

10:00 am

ap&m 6218

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