Isotropic self-similar Markov processes
Probability
2011-05-31 v1
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.
Keywords
Cite
@article{arxiv.1105.5679,
title = {Isotropic self-similar Markov processes},
author = {Ming Liao and Longmin Wang},
journal= {arXiv preprint arXiv:1105.5679},
year = {2011}
}
Comments
9 pages, accepted in Stochastic Processes and their Applications 2011