| Université Paris 6 Pierre et Marie Curie | Université Paris 7 Denis Diderot | |
| CNRS U.M.R. 7599 | ||
| ``Probabilités et Modèles Aléatoires'' | ||
Auteur(s):
Code(s) de Classification MSC:
Résumé: We consider the asymptotic behavior of semi-stable Markov processes valued in $]0,\infty[$ when the starting point tends to $0$. The entrance distribution is expressed in terms of the exponential functional of the underlying L\'evy process which appears in Lamperti's representation of a semi-stable Markov process.
Mots Clés: Semi-stable Markov process ; entrance distribution ; Lévy process ; exponential functional
Date: 2001-01-09
Prépublication numéro: PMA-634