Entrance laws at the origin of self-similar markov processes in high dimensions

Andreas E. Kyprianou; Victor Rivero; Bati Şengül; Ting Yang

doi:10.1090/tran/8086

Entrance laws at the origin of self-similar markov processes in high dimensions

Andreas E. Kyprianou
, Victor Rivero
, Bati Şengül
, Ting Yang

数学学院

University of Bath, Department of Mathematical Sciences
Consejo Nacional de Ciencia y Tecnologia Mexico

科研成果: 期刊稿件 › 文章 › 同行评审

9 引用（Scopus）

摘要

In this paper we consider the problem of finding entrance laws at the origin for self-similar Markov processes in R^d, killed upon hitting the origin. Under suitable assumptions, we show the existence of an entrance law and the convergence to this law when the process is started close to the origin. We obtain an explicit description of the process started from the origin as the time reversal of the original self-similar Markov process conditioned to hit the origin.

源语言	英语
页（从-至）	6227-6299
页数	73
期刊	Transactions of the American Mathematical Society
卷	373
期	9
DOI	https://doi.org/10.1090/tran/8086
出版状态	已出版 - 9月 2020

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10.1090/tran/8086

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KW - Fluctuation theory

KW - Markov additive processes

KW - Self-similar Markov processes

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Entrance laws at the origin of self-similar markov processes in high dimensions

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