Abstract
We prove that a positive self-similar Markov process (X, 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.
Citation
Víctor Rivero. "Recurrent extensions of self-similar Markov processes and Cramér’s condition II." Bernoulli 13 (4) 1053 - 1070, November 2007. https://doi.org/10.3150/07-BEJ6082
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