Isotropic self-similar Markov processes

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.

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Year of publication:	2011
Authors:	Liao, Ming ; Wang, Longmin
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 121.2011, 9, p. 2064-2071
Publisher:	Elsevier
Keywords:	Self-similar processes Skew product Levy processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009195271