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α-self-similar Markov processes
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  • Published: January 1986

α-self-similar Markov processes

  • S. E. Graversen1 &
  • J. Vuolle-Apiala1 

Probability Theory and Related Fields volume 71, pages 149–158 (1986)Cite this article

  • 148 Accesses

  • 21 Citations

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Summary

Let ((X(t)), P x) be an α-self-similar isotropic Markov process on R d {0}. A representation of (X(t)), in terms of the radial and angular process which generalizes the skew product representation for Brownian motion is given.

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Authors and Affiliations

  1. Department of Mathematics, University of Arhus, Ny Munkegade, DK-8000, Århus, Denmark

    S. E. Graversen & J. Vuolle-Apiala

Authors
  1. S. E. Graversen
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  2. J. Vuolle-Apiala
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Cite this article

Graversen, S.E., Vuolle-Apiala, J. α-self-similar Markov processes. Probab. Th. Rel. Fields 71, 149–158 (1986). https://doi.org/10.1007/BF00366277

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  • Received: 20 August 1984

  • Revised: 06 May 1985

  • Issue Date: January 1986

  • DOI: https://doi.org/10.1007/BF00366277

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Keywords

  • Stochastic Process
  • Brownian Motion
  • Probability Theory
  • Markov Process
  • Mathematical Biology
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