On the existence of recurrent extensions of self-similar Markov processes

DOI10.1214/ECP.v11-1222zbMath1110.60036OpenAlexW2151411728MaRDI QIDQ850346

Patrick J. Fitzsimmons

Publication date: 3 November 2006

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/127244

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45) Self-similar stochastic processes (60G18) Local time and additive functionals (60J55)

Related Items (16)

A jump-type SDE approach to real-valued self-similar Markov processes ⋮ Positive self-similar Markov processes obtained by resurrection ⋮ Intertwining certain fractional derivatives ⋮ Recurrent extensions of real-valued self-similar Markov processes ⋮ Functional limit theorems for processes pieced together from excursions ⋮ Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity ⋮ Fluctuation theory and exit systems for positive self-similar Markov processes ⋮ Bouncing skew Brownian motions ⋮ Recurrent extensions of self-similar Markov processes and Cramér's condition. II ⋮ On Entire Moments of Self-Similar Markov Processes ⋮ Hitting properties and non-uniqueness for SDEs driven by stable processes ⋮ A Ciesielski-Taylor type identity for positive self-similar Markov processes ⋮ Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups ⋮ Stable Lévy processes in a cone ⋮ A transformation for spectrally negative Lévy processes and applications ⋮ General self-similarity properties for Markov processes and exponential functionals of Lévy processes

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