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arXiv · 0711.4442

Recurrent extensions of self-similar Markov processes and Cramér's condition II

Víctor Rivero
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Abstract

We prove that a positive self-similar Markov process $(X,\mathbb{P})$ that hits 0 in a finite time admits a self-similar recurrent extension that leaves 0 continuously if and only if the underlying Lévy process satisfies Cramér's condition.

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Víctor Rivero. 2007-11-28. Recurrent extensions of self-similar Markov processes and Cramér's condition II. https://doi.org/10.3150/07-bej6082

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