| Título: | On the Existence of Recurrent Extensions of Self-similar Markov Processes |
| Autores: | Fitzsimmons, Patrick J; UC San Diego |
| Fecha: | 2006-01-01 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
self-similar, semi-stable, Lamperti transformation, recurrent extension, Cram'er condition, excursion Primary 60G18, secondary 60G51, 60J45, 60J55 |
| Descripción: | Let $X= (X_t) _{t \geq 0}$ be a self-similar Markov process with values in the non-negative half-line, such that the state $0$ is a trap. We present a necessary and sufficient condition for the existence of a self-similar recurrent extension of $X$ that leaves $0$ continuously. This condition is expressed in terms of the Lévy process associated with $X$ by the Lamperti transformation. |
| Idioma: | No aplica |
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