{
  "id": "1507.05229",
  "version": "v1",
  "published": "2015-07-18T22:43:56.000Z",
  "updated": "2015-07-18T22:43:56.000Z",
  "title": "Entrance laws for positive self-similar Markov processes",
  "authors": [
    "Víctor Manuel Rivero"
  ],
  "comment": "Submitted in June 2014, to appear in Proceedings of the First Congress of the Americas, Contemporary Mathematics (2015)",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper we propose an alternative construction of the self-similar entrance laws for positive self-similar Markov processes. The study of entrance laws has been carried out in previous papers using different techniques, depending on whether the process hits zero in a finite time almost surely or not. The technique here used allows to obtain the entrance laws in a unified way. Besides, we show that in the case where the process hits zero in a finite time, if there exists a self-similar entrance law, then there are infinitely many, but they can all be embedded into a single one. We propose a pathwise extension of this embedding for self-similar Markov processes. We apply the same technique to construct entrance law for other types self-similar processes.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-07-18T22:43:56.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G18",
      "60G51"
    ],
    "keywords": [
      "positive self-similar markov processes",
      "self-similar entrance law",
      "process hits zero",
      "finite time",
      "types self-similar processes"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2015arXiv150705229R"
    }
  }
}