Abstract
The class of self-similar additive processes is an important subclass of stochastically continuous processes with independent increments which are not assumed to be time-homogeneous. It is shown that this process is transient if it is proper and the dimension is three or more. Furthermore sufficient conditions for transience are given in one- or two-dimensional cases.
Citation
Kouji YAMAMURO. "Transience conditions for self-similar additive processes." J. Math. Soc. Japan 52 (2) 343 - 362, April, 2000. https://doi.org/10.2969/jmsj/05220343
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