Transience conditions for self-similar additive processes
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概要
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The class of self-similar additive processes is an important subclass of stochastically continuous processes with independent increments which are not assumed to be time-homogeneous. It is shown that this process is transient if it is proper and the dimension is three or more. Furthermore sufficient conditions for transience are given in one-or two-dimensional cases.
- 社団法人 日本数学会の論文