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The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups

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  • Chybiryakov, Oleksandr

Abstract

We establish Lamperti representations for semi-stable Markov processes in locally compact groups. We also study the particular cases of processes with values in and under the hypothesis that they do not visit 0. These Lamperti representations yield some properties of these semi-stable Markov processes.

Suggested Citation

  • Chybiryakov, Oleksandr, 2006. "The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups," Stochastic Processes and their Applications, Elsevier, vol. 116(5), pages 857-872, May.
    • Handle: RePEc:eee:spapps:v:116:y:2006:i:5:p:857-872
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    References listed on IDEAS

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    1. Kiu, Sun-Wah, 1980. "Semi-stable Markov processes in rn," Stochastic Processes and their Applications, Elsevier, vol. 10(2), pages 183-191, September.
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    Cited by:

    1. Kyprianou, Andreas E. & Rivero, Víctor M. & Satitkanitkul, Weerapat, 2019. "Conditioned real self-similar Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 129(3), pages 954-977.
    2. Kyprianou, Andreas E. & Vakeroudis, Stavros M., 2018. "Stable windings at the origin," Stochastic Processes and their Applications, Elsevier, vol. 128(12), pages 4309-4325.

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