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Recurrent extensions of self-similar Markov processes and Cramers condition II

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 نشر من قبل V\\'{{\\i}}ctor Rivero
 تاريخ النشر 2007
  مجال البحث
والبحث باللغة English
 تأليف Victor Rivero




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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}rs condition.

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