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Mathematics > Probability

arXiv:1812.01926 (math)
[Submitted on 5 Dec 2018 (v1), last revised 21 Dec 2019 (this version, v2)]

Title:Entrance laws at the origin of self-similar Markov processes in high dimensions

Authors:Andreas E. Kyprianou, Victor Rivero, Bati Şengül, Ting Yang
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Abstract:In this paper we consider the problem of finding entrance laws at the origin for self-similar Markov processes in $\mathbb{R}^d$, killed upon hitting the origin. Under mild assumptions, we show the existence of an entrance law and the convergence to this law when the process is started close to the origin. We obtain an explicit description of the process started from the origin as the time reversal of the original self-similar Markov process conditioned to hit the origin.
Subjects: Probability (math.PR)
Cite as: arXiv:1812.01926 [math.PR]
  (or arXiv:1812.01926v2 [math.PR] for this version)
  https://doi.org/10.48550/arXiv.1812.01926

Submission history

From: Ting Yang [view email]
[v1] Wed, 5 Dec 2018 11:40:08 UTC (91 KB)
[v2] Sat, 21 Dec 2019 07:49:05 UTC (71 KB)
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