The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups

Oleksandr Chybiryakov

Stochastic Processes and their Applications, 2006, vol. 116, issue 5, 857-872

Abstract: We establish Lamperti representations for semi-stable Markov processes in locally compact groups. We also study the particular cases of processes with values in and under the hypothesis that they do not visit 0. These Lamperti representations yield some properties of these semi-stable Markov processes.

Keywords: Semi-stable; Markov; processes; Multiplicative; Lévy; processes; Lamperti; representation; Time-change; Feller; processes (search for similar items in EconPapers)
Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(05)00166-3
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:116:y:2006:i:5:p:857-872

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().