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Some explicit identities associated with positive self-similar Markov processes


Reference:

Chaumont, L., Kyprianou, A. E. and Pardo, J. C., 2009. Some explicit identities associated with positive self-similar Markov processes. Stochastic Processes and their Applications, 119 (3), pp. 980-1000.

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Official URL:

http://dx.doi.org/10.1016/j.spa.2008.05.001

Details

Item Type Articles
CreatorsChaumont, L., Kyprianou, A. E. and Pardo, J. C.
DOI10.1016/j.spa.2008.05.001
Uncontrolled Keywordsfirst hitting time, exponential functional, conditioned stable levy processes, positive self-similar markov processes, first exit time, lamperti representation
DepartmentsFaculty of Science > Mathematical Sciences
RefereedYes
StatusPublished
ID Code13989

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