Highly Influenced

# Probability on the Existence of Recurrent Extensions of Self-similar Markov Processes

@inproceedings{Fitzsimmons2006ProbabilityOT, title={Probability on the Existence of Recurrent Extensions of Self-similar Markov Processes}, author={Patrick J. Fitzsimmons}, year={2006} }

- Published 2006

Let X = (Xt)t≥0 be a self-similar Markov process with values in [0,∞[, 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.