Title	Entrance laws at the origin of self-similar Markov processes in $R^d$
Creator	Sengul, Bati
Publisher	Banff International Research Station for Mathematical Innovation and Discovery
Date Issued	2016-11-10T16:18
Description	In this talk, we consider self-similar Markov processes defined on $R^d$ without the origin, which are killed upon hitting the origin. The goal is to try to take a weak limit as $x\rightarrow0$ under mild assumptions. The process started at the origin is obtained in a unique way by conditioning the process to be continuously absorbed at the origin and then reversing time from the absorption time. The proof uses recent techniques in Markov additive process and the Lamperti-Kiu tranformation. This is joint work with Loïc Chaumont, Andreas Kyprianou and Victor Rivero.
Extent	43 minutes
Subject	Mathematics; Probability theory and stochastic processes; Functional analysis; Probability / statistical mechanics
Type	Moving Image
File Format	video/mp4
Language	eng
Notes	Author affiliation: University of Bath
Series	BIRS Workshop Lecture Videos (Oaxaca de Juárez (Mexico))
Date Available	2017-06-19
Provider	Vancouver : University of British Columbia Library
Rights	Attribution-NonCommercial-NoDerivatives 4.0 International
DOI	10.14288/1.0348341
URI	http://hdl.handle.net/2429/62023
Affiliation	Non UBC
Peer Review Status	Unreviewed
Scholarly Level	Postdoctoral
Rights URI	http://creativecommons.org/licenses/by-nc-nd/4.0/
Aggregated Source Repository	DSpace

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