Výsledky vyhledávání - "Pantí, Henry"

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Recurrent extensions of real-valued self-similar Markov processes

Autor: Pantí, Henry, Pardo, Juan Carlos, Rivero, Víctor Manuel

Let $X=(X_t, t\geq 0)$ be a self-similar Markov process taking values in $\mathbb{R}$ such that the state 0 is a trap. In this paper, we present a necessary and sufficient condition for the existence of a self-similar recurrent extension of $X$ that

Externí odkaz: http://arxiv.org/abs/1808.00129

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On L\'evy processes conditioned to avoid zero

Autor: Pantí, Henry

The purpose of this paper is to construct the law of a L\'evy process conditioned to avoid zero, under mild technicals conditions, two of them being that the point zero is regular for itself and the L\'evy process is not a compound Poisson process. T

Externí odkaz: http://arxiv.org/abs/1304.3191

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The Lamperti representation of real-valued self-similar Markov processes

Autor: Chaumont, Loïc, Pantí, Henry, Rivero, Víctor

Publikováno v: Bernoulli 2013, Vol. 19, No. 5B, 2494-2523

In this paper, we obtain a Lamperti type representation for real-valued self-similar Markov processes, killed at their hitting time of zero. Namely, we represent real-valued self-similar Markov processes as time changed multiplicative invariant proce

Externí odkaz: http://arxiv.org/abs/1111.1272

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