Recurrent extensions of self-similar Markov processes and Cram\'er's condition II
Probability
2009-09-29 v1
Abstract
We prove that a positive self-similar Markov process that hits 0 in a finite time admits a self-similar recurrent extension that leaves 0 continuously if and only if the underlying L\'{e}vy process satisfies Cram\'{e}r's condition.
Keywords
Cite
@article{arxiv.0711.4442,
title = {Recurrent extensions of self-similar Markov processes and Cram\'er's condition II},
author = {Víctor Rivero},
journal= {arXiv preprint arXiv:0711.4442},
year = {2009}
}
Comments
Published in at http://dx.doi.org/10.3150/07-BEJ6082 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)