DC MetaData pour: The Lamperti correspondence extended to multiplicative Lévy processes and R- or C- valued semi-stable Markov processes


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 Lévy processes and R- or C- valued semi-stable Markov processes

Auteur(s):

O. CHYBIRYAKOV

Code(s) de Classification MSC:

60G18 Self-similar processes
60G51 Processes with independent increments
60J25 Markov processes with continuous parameter

Résumé: 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 Clés: Semi-stable Markov processes ; multiplicative Lévy processes ; Lamperti representation ; Time-change ; Feller processes

Date: 2004-05-11

Prépublication numéro: PMA-911