Isotropic self-similar Markov processes

Ming Liao and Longmin Wang

Stochastic Processes and their Applications, 2011, vol. 121, issue 9, 2064-2071

Abstract: We show that an isotropic self-similar Markov process in has a skew product structure if and only if its radial and angular parts do not jump at the same time.

Keywords: Self-similar; processes; Skew; product; Levy; processes (search for similar items in EconPapers)
Date: 2011
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