Entrance from \(0+\) for increasing semi-stable Markov processes
Let \((X_t)_t\) be an increasing semi-stable Markov process on the strict positive reals. \textit{J. Lampert} [Z. Wahrscheinlichkeitstheorie Verw. Geb. 22, 205-225 (1972; Zbl 0274.60052)] gave a description via the Lévy processes. The main result here is: under a first moment condition, \(X(t)\) converges weakly to some non-degenerate limit, as the starting point converges to \(0\).
scientific article; zbMATH DE number 1786324