Recurrent extensions of self-similar Markov processes and Cram\'er's condition II
classification
🧮 math.PR
keywords
self-similarconditioncrammarkovprocessrecurrentadmitscontinuously
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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 L\'{e}vy process satisfies Cram\'{e}r's condition.
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