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Annals of Probability

Volumn 34, Issue 3, 2006, Pages 1012-1034

Weak convergence of positive self-similar Markov processes and overshoots of Levy processes

(2) Caballero, M E a Chaumont, L b

a UNIVERSIDAD NACIONAL AUTÓNOMA DE MÉXICO (Mexico)

b SORBONNE UNIVERSITÉ (France)

Author keywords

First passage time; Lamperti representation; L vy process; Overshoot; Self similar Markov process; Weak convergence

Indexed keywords

EID: 33746227580 PISSN: 00911798 EISSN: None Source Type: Journal
DOI: 10.1214/009117905000000611 Document Type: Article

Times cited : (52)

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