메뉴 건너뛰기




Volumn 8, Issue 2, 2002, Pages 195-205

Entrance from 0+ for increasing semistable Markov processes

Author keywords

Entrance boundary; Fragmentation; Semi stable Markov process; Subordinator

Indexed keywords


EID: 1442293041     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (47)

References (12)
  • 1
    • 0003975247 scopus 로고    scopus 로고
    • Cambridge: Cambridge University Press
    • Bertoin, J. (1996) Lévy Processes. Cambridge: Cambridge University Press.
    • (1996) Lévy Processes
    • Bertoin, J.1
  • 2
    • 0040348079 scopus 로고    scopus 로고
    • Self-similar fragmentations
    • To appear in
    • Bertoin, J. (2001) Self-similar fragmentations. To appear in Ann. Inst. H. Poincaré.
    • (2001) Ann. Inst. H. Poincaré
    • Bertoin, J.1
  • 5
    • 0001617452 scopus 로고
    • Splitting intervals. II. Limit laws for lengths
    • Brennan, M.D. and Durrett, R. (1987) Splitting intervals. II. Limit laws for lengths. Probab. Theory Related Fields, 75, 109-127.
    • (1987) Probab. Theory Related Fields , vol.75 , pp. 109-127
    • Brennan, M.D.1    Durrett, R.2
  • 6
    • 0041068973 scopus 로고
    • Sur les fonctionnelles exponentielles de certains processus de Lévy
    • Carmona, P., Petit, F. and Yor, M. (1994) Sur les fonctionnelles exponentielles de certains processus de Lévy. Stochastics Stochastics Rep., 47, 71-101.
    • (1994) Stochastics Stochastics Rep. , vol.47 , pp. 71-101
    • Carmona, P.1    Petit, F.2    Yor, M.3
  • 7
    • 0008726577 scopus 로고    scopus 로고
    • On the distribution and asymptotic results for exponential functionals of Lévy processes
    • M. Yor (ed.), Bibl. Rev. Mat. Iber. Madrid: Biblioteca de la Revista Matemática Iberoamericana
    • Carmona, P., Petit, F. and Yor, M. (1997) On the distribution and asymptotic results for exponential functionals of Lévy processes. In M. Yor (ed.), Exponential Functional and Prinicipal Values Related to Brownian Motion, Bibl. Rev. Mat. Iber. Madrid: Biblioteca de la Revista Matemática Iberoamericana.
    • (1997) Exponential Functional and Prinicipal Values Related to Brownian Motion
    • Carmona, P.1    Petit, F.2    Yor, M.3
  • 8
    • 0009216905 scopus 로고
    • On the distribution of the Hilbert transform of the local time of a symmetric Lévy process
    • Fitzsimmons, P.J. and Getoor, R.K.. (1992) On the distribution of the Hilbert transform of the local time of a symmetric Lévy process. Ann. Probab., 20, 1484-1497.
    • (1992) Ann. Probab. , vol.20 , pp. 1484-1497
    • Fitzsimmons, P.J.1    Getoor, R.K.2
  • 9
    • 84968515060 scopus 로고
    • Semi-stable stochastic processes
    • Lamperti, J.W. (1962) Semi-stable stochastic processes. Trans. Amer. Math. Soc., 104, 62-78.
    • (1962) Trans. Amer. Math. Soc. , vol.104 , pp. 62-78
    • Lamperti, J.W.1
  • 12
    • 0039865870 scopus 로고
    • Itô excursion theory for self-similar Markov processes
    • Vuolle-Apiala, J. (1994) Itô excursion theory for self-similar Markov processes. Ann. Probab., 22, 546-565.
    • (1994) Ann. Probab. , vol.22 , pp. 546-565
    • Vuolle-Apiala, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.