In this paper, we obtain a Lamperti type representation for real-valued self-similar Markov processes, killed at their hitting time of zero. Namely, we represent real-valued self-similar Markov ...
If x0 is a particular state for a continuous-time Markov process X, the random time set H={t;X(t)=x0} is often of both practical and theoretical interest. Ignoring trivial or pathological cases, there ...
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