Barczy, Mátyás and Leif, Doering (2013) On entire moments of self-similar Markov processes. STOCHASTIC ANALYSIS AND APPLICATIONS, 31 (2). pp. 191-198. ISSN 0736-2994
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Official URL: https://doi.org/10.1080/07362994.2013.741397
Abstract
It has been shown by Bertoin and Yor that the law of positive self-similar Markov processes (pssMps) that only jump downwards and do not hit zero in finite time are uniquely determined by their entire moments for which explicit formulas have been derived. We use a recent jump-type stochastic differential equation approach to reprove and to extend their formulas.
| Item Type: | Article |
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| Subjects: | Q Science / természettudomány > QA Mathematics / matematika |
| SWORD Depositor: | MTMT SWORD |
| Depositing User: | MTMT SWORD |
| Date Deposited: | 06 Jun 2024 13:14 |
| Last Modified: | 06 Jun 2024 13:14 |
| URI: | https://real.mtak.hu/id/eprint/196728 |
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