23 citations · 23 across the 2 of their papers we have counts for
2 papers
math.PR2008★ 23 cited
On the Lamperti stable processes
M. E. Caballero, J. C. Pardo, J. L. Pérez
We consider a new family of -valued Lévy processes that we call Lamperti stable. One of the advantages of this class is that the law of many related functionals can be comput…
math.PR2007
On the asymptotic behaviour of increasing positive self-similar Markov processes
Maria Emilia Caballero, Victor Rivero
We are interested by the rate of growth of increasing positive self-similar Markov processes (ipssMp) such that the subordinator associated to it via Lamperti's transformation has…