Probability Seminars——Entrance laws at the origin of self-similar Markov processes in
主 题: Probability Seminars——Entrance laws at the origin of self-similar Markov processes in
In this talk we consider the problem of finding entrance laws at the origin for self-similar Markov processes in $\R^d$, 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.
报告人: Ting Yang (Beijing Institute of Technology)
时 间: 2017-11-20 15:00-16:00
地 点: Room 1303, Sciences Building No. 1