2007/12/06 by Andreas E. Kyprianou, A. E. Kyprianou, Kyprianou, A. E. +3
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #60B52 #60G18 #60G51 #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Theoretical and Computational Physics #math.PR #msc:60B52 #msc:60G18 #msc:60G51
paper · pdf · doi:10.48550/arxiv.0712.0987
arxiv created 2007/12/06 · openalex publication_date 2007/12/06 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this paper, for α∈ (1, 2 we show that the α-stable continuous-state branching process and the associated process conditioned never to become extinct are positive self-similar Markov processes. Understanding the interaction of the Lamperti transformation for continuous-state branching processes and the Lamperti transformation for positive self-similar Markov processes permits accessto a number of explicit results concerning the paths of stable-continuous branching processes and its conditioned version.