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