Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

The Lamperti correspondence extended to multiplicative LÚvy processes and R- or C- valued semi-stable Markov processes

Auteur(s):

Code(s) de Classification MSC:

RÚsumÚ: We establish Lamperti representations for Markov semi-stable processes on the real line and on the complex plane under the hypothesis that they do not visit 0. These Lamperti representations yield some properties of these semi-stable processes.

Mots ClÚs: Semi-stable Markov processes ; multiplicative LÚvy processes ; Lamperti representation ; Time-change ; Feller processes

Date: 2004-05-11

Prépublication numéro: PMA-911