The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups |
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Authors: | Oleksandr Chybiryakov |
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Affiliation: | Laboratoire de Probabilités et Modèles Aléatoires, Université Pierre et Marie Curie, 175 rue du Chevaleret, F-75013 Paris, France |
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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 R and C under the hypothesis that they do not visit 0. These Lamperti representations yield some properties of these semi-stable Markov processes. |
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Keywords: | 60G18 60G51 60J25 |
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