info:eu-repo/semantics/report
On Some Transformation Between Positive Self-Similar Markov Processes
Autor
VICTOR MANUEL RIVERO MERCADO
Institución
Resumen
A
path
decomp osition
at
the
inmum
for
p ositive
self-similar
Markov
pro cesses
(pssMp)
is
obtained.
Next,
several
asp ects
of
the
conditioning
to
hit
0
of
a
pssMp
are
studied.
Asso ciated
to
a
given
a
pssMp
X,
that
never
hits
0,
we
construct
a
pssMp
X
↓
that
hits
0
in
a
nite
time.
The
latter
can
b e
viewed
as
X
conditioned
to
hit
0
in
a
nite
time
and
we
prove
that
this
conditioning
is
determined
by
the
pre-minimum
part
of
X.
Finally,
we
provide
a
metho d
for
conditioning
a
pssMp
that
hits
0
by
a
jump
to
do
it
continuously
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