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Isotropic self-similar Markov processes

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  • Liao, Ming
  • Wang, Longmin

Abstract

We show that an isotropic self-similar Markov process in has a skew product structure if and only if its radial and angular parts do not jump at the same time.

Suggested Citation

  • Liao, Ming & Wang, Longmin, 2011. "Isotropic self-similar Markov processes," Stochastic Processes and their Applications, Elsevier, vol. 121(9), pages 2064-2071, September.
    • Handle: RePEc:eee:spapps:v:121:y:2011:i:9:p:2064-2071
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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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