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

DOI10.1214/ECP.V11-1222MaRDI QIDQ850346zbMATH OpenOpenAlexFDO

Authors 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

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

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Cited in

(21)

• Itô excursion theory for self-similar Markov processes
• On recurrence for self-similar additive processes
• Bouncing skew Brownian motions
• 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
• Recurrent extensions of real-valued self-similar Markov processes
• Hitting properties and non-uniqueness for SDEs driven by stable processes
• Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups
• Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity
• Recurrent extensions of self-similar Markov processes and Cramér's condition. II
• Recurrent extensions of self-similar Markov processes and Cramér's condition
• Positive self-similar Markov processes obtained by resurrection
• A jump-type SDE approach to real-valued self-similar Markov processes
• Intertwining certain fractional derivatives
• On entire moments of self-similar Markov processes
• The fractional Laplacian with reflections
• Fluctuation theory and exit systems for positive self-similar Markov processes
• Coalescing property of an interface SDE with correlated noises
• A Ciesielski-Taylor type identity for positive self-similar Markov processes
• Functional limit theorems for processes pieced together from excursions

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