[PDF][PDF] LAW OF THE ABSORPTION TIME OF SOME POSITIVE SELF-SIMILAR MARKOV PROCESSES

P PATIE - 2010 - people.orie.cornell.edu
Let X be a spectrally negative self-similar Markov process with 0 as an absorbing state. In
this paper, we show that the distribution of the absorption time is absolutely continuous with …

Law of the absorption time of some positive self-similar Markov processes

P Patie - Annals of probability: An official journal of the Institute …, 2012 - documat.unirioja.es
Let X be a spectrally negative self-similar Markov process with 0 as an absorbing state. In
this paper, we show that the distribution of the absorption time is absolutely continuous with …

Law of the absorption time of some positive self-similar Markov processes

P Patie - Annals of probability: An official journal of the Institute …, 2012 - dialnet.unirioja.es
Let X be a spectrally negative self-similar Markov process with 0 as an absorbing state. In
this paper, we show that the distribution of the absorption time is absolutely continuous with …

[引用][C] Law of the absorption time of positive self-similar Markov processes

P Patie - Annals of probability, 2012 - difusion.ulb.ac.be

[PDF][PDF] LAW OF THE ABSORPTION TIME OF SOME POSITIVE SELF-SIMILAR MARKOV PROCESSES

P PATIE - 2010 - researchgate.net
Let X be a spectrally negative self-similar Markov process with 0 as an absorbing state. In
this paper, we show that the distribution of the absorption time is absolutely continuous with …