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On the Existence of Recurrent Extensions of Self-similar Markov Processes
Self-similar Markov Processes self-similar recurrent extension
2009/4/2
Let X = (Xt)t ≥ 0 be a self-similar Markov process with values in the non-negative half-line, such that the state 0 is a trap. We present a necessary and sufficient condition for the existence of a se...