Multi-self-similar Markov processes on $R_{+}^{n}$ and their Lamperti representations

Marc Yor (1) , M. Jacobsen

1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires

Domaines: Probabilités [math.PR]

Marc Yor, M. Jacobsen. Multi-self-similar Markov processes on $R_{+}^{n}$ and their Lamperti representations. Probability Theory and Related Fields, 2003, 126 n.1, pp.1-28. ⟨hal-00104729⟩