Université Paris 6
Pierre et Marie Curie | Université Paris 7
Denis Diderot | |

CNRS U.M.R. 7599
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``Probabilités et Modèles Aléatoires''
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**Auteur(s): **

- J. BERTOIN
**M. YOR**

**Code(s) de Classification MSC:**

- 60J30 Processes with independent increments

**Résumé:** We consider the asymptotic behavior of semi-stable Markov processes
valued
in $]0,\infty[$ when the starting point tends to $0$.
The entrance distribution is expressed in terms of the exponential
functional of the underlying L\'evy process which appears in Lamperti's
representation of a semi-stable Markov process.

**Mots Clés:** *Semi-stable Markov process ; entrance distribution ; Lévy process ; exponential functional*

**Date:** 2001-01-09

**Prépublication numéro:** *PMA-634*