Multi-self-similar Markov processes on Rn+ and their Lamperti representations

Research output: Contribution to journal › Journal article › Research › peer-review

Standard

Multi-self-similar Markov processes on Rn+ and their Lamperti representations. / Jacobsen, Martin; Yor, Marc.

In: Probability Theory and Related Fields, Vol. 126, No. 1, 2003, p. 1-28.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Jacobsen, M & Yor, M 2003, 'Multi-self-similar Markov processes on Rn+ and their Lamperti representations', Probability Theory and Related Fields, vol. 126, no. 1, pp. 1-28.

APA

Jacobsen, M., & Yor, M. (2003). Multi-self-similar Markov processes on Rn+ and their Lamperti representations. Probability Theory and Related Fields, 126(1), 1-28.

Vancouver

Jacobsen M, Yor M. Multi-self-similar Markov processes on Rn+ and their Lamperti representations. Probability Theory and Related Fields. 2003;126(1):1-28.

Author

Jacobsen, Martin ; Yor, Marc. / Multi-self-similar Markov processes on Rn+ and their Lamperti representations. In: Probability Theory and Related Fields. 2003 ; Vol. 126, No. 1. pp. 1-28.

Bibtex

@article{8f41c05074c211dbbee902004c4f4f50,
title = "Multi-self-similar Markov processes on Rn+ and their Lamperti representations",
author = "Martin Jacobsen and Marc Yor",
year = "2003",
language = "English",
volume = "126",
pages = "1--28",
journal = "Probability Theory and Related Fields",
issn = "0178-8051",
publisher = "Springer",
number = "1",

}

RIS

TY - JOUR

T1 - Multi-self-similar Markov processes on Rn+ and their Lamperti representations

AU - Jacobsen, Martin

AU - Yor, Marc

PY - 2003

Y1 - 2003

M3 - Journal article

VL - 126

SP - 1

EP - 28

JO - Probability Theory and Related Fields

JF - Probability Theory and Related Fields

SN - 0178-8051

IS - 1

ER -

ID: 77832