Seminar series
Date
Mon, 13 Jun 2005
15:45
15:45
Location
DH 3rd floor SR
Speaker
Dr Larbi Alili
Organisation
University of Warwick
We review the analytic transformations allowing to construct standard bridges from a semistable Markov process, with indec 1/2, enjoying the time inversion property. These are generalized and some of there properties are studied. The new family maps the space of continuous real-valued functions into a family which is the topic of our focus. We establish a simple and explicit formula relating the distributions of the first hitting times of each of these by the considered semi-stable process