On recurrence for self-similar additive processes
type: Item
instance of: scholarly article
title: On recurrence for self-similar additive processes
zbMATH Open document ID: 0971.60043
author: Kouji Yamamuro
published in: Kodai Mathematical Journal
publication date: 2001-10-18T00:00:00Z
review text: 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.
reviewed by: Y. Xiao
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 60J25
zbMATH DE Number: 1547127
zbMATH Keywords: self-similar additive process
zbMATH Keywords: recurrence
zbMATH Keywords: Lévy processes
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2996/kmj/1138044213
OpenAlex ID: W1982028164
cites work: Q4698320
cites work: Self-similar processes with independent increments
cites work: Q4392557
cites work: Sample function behavior of increasing processes of class \(L\)
cites work: Transience conditions for self-similar additive processes
cites work: Unimodality of infinitely divisible distribution functions of class L
DOI: 10.2996/KMJ/1138044213
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description: scientific article; zbMATH DE number 1547127