Quasi-stationary distributions and Yaglom limits of self-similar Markov processes
Year of publication: |
2012
|
---|---|
Authors: | Haas, Bénédicte ; Rivero, Víctor |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 122.2012, 12, p. 4054-4095
|
Publisher: |
Elsevier |
Subject: | Self-similar Markov processes | Lévy processes | Yaglom limits | Quasi-stationary distributions | Extreme value theory | Exponential functionals of Lévy processes |
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