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On recurrence for self-similar additive processes - MaRDI portal

On recurrence for self-similar additive processes (Q1591516)

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scientific article; zbMATH DE number 1547127
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On recurrence for self-similar additive processes
scientific article; zbMATH DE number 1547127

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    On recurrence for self-similar additive processes (English)
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    18 October 2001
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    A stochastic process \(\{X_t: t \geq 0\}\) on \(R^d\) is called a self-similar additive process with exponent \(H > 0\) if it is \(H\)-self-similar, has independent increments and càdlàg sample paths. Unlike stable Lévy processes, additive processes are not assumed to be time-homogeneous. The author proves some sufficient conditions for self-similar additive processes to be recurrent.
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    self-similar additive process
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    recurrence
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    Lévy processes
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