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


الملخص بالإنكليزية

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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