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In this paper we consider the problem of finding entrance laws at the origin for self-similar Markov processes in R d Rᵈ, killed upon hitting the origin. Under suitable assumptions, we show the existence of an entrance law and the convergence to this law when the process is started close to the origin. We obtain an explicit description of the process started from the origin as the time reversal of the original self-similar Markov process conditioned to hit the origin.
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Andreas E. Kyprianou
University of Warwick
Víctor M. Hernández Rivero
Mathematics Research Center
Batı Şengül
University of Bath
Transactions of the American Mathematical Society
University of Bath
Beijing Institute of Technology
Mathematics Research Center
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Kyprianou et al. (Wed,) studied this question.
synapsesocial.com/papers/6a203a33ca1e0a8823d8e5bc — DOI: https://doi.org/10.1090/tran/8086
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