ITO EXCURSION THEORY FOR SELF-SIMILAR MARKOV-PROCESSES
成果类型：
Article
署名作者：
VUOLLEAPIALA, J
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176988721
发表日期：
1994
页码：
546-565
关键词：
摘要：
Let X(t) be an alpha-self-similar Markov process on (0, infinity) killed when hitting 0. Alpha-self-similar extensions of X(t) to [0, infinity) are studied via Ito execusion theory (entrance laws). We give a condition that guarantees the existence of an extension, which either leaves 0 continuously (a.s.) or (a.s.) jumps from 0 to (0, infinity) according to the ''jumping in'' measure eta(dx) = dx/x(beta+1). Two applications are given: the diffusion case and the ''reflecting barrier process'' of S. Watanabe.