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 |
| Creators | Chaumont, L., Kyprianou, A. E. and Pardo, J. C. |
| DOI | 10.1016/j.spa.2008.05.001 |
| Uncontrolled Keywords | first hitting time, exponential functional, conditioned stable levy processes, positive self-similar markov processes, first exit time, lamperti representation |
| Departments | Faculty of Science > Mathematical Sciences |
| Refereed | Yes |
| Status | Published |
| ID Code | 13989 |
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