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