On recurrence for self-similar additive processes (Q1591516)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On recurrence for self-similar additive processes |
scientific article; zbMATH DE number 1547127
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On recurrence for self-similar additive processes |
scientific article; zbMATH DE number 1547127 |
Statements
On recurrence for self-similar additive processes (English)
0 references
18 October 2001
0 references
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.
0 references
self-similar additive process
0 references
recurrence
0 references
Lévy processes
0 references
0.95025617
0 references
0 references
0.89022255
0 references
0.8899893
0 references
0.88965595
0 references
0.8873605
0 references