论文信息 - Asymptotic Results for Self-Similar Markov Processes

Asymptotic Results for Self-Similar Markov Processes

Publisher Summary This chapter draws attention to α-self-similar Markov process on R d or R + d . For two types of such processes, the lower functions for X(t) are studied. The methods in this paper depend heavily on the special properties of Brownian motion or stable Levy processes and hence, cannot be applied directly to α-s.s. Markov processes. This paper considers two classes of α-s.s. Markov processes, for which one can get useful estimates for the hitting probabilities, and study their asymptotic properties.

Yimin Xiao

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