Bertoin, Jean; Caballero, Maria-Emilia Entrance from \(0+\) for increasing semi-stable Markov processes. (English) Zbl 1002.60032 Bernoulli 8, No. 2, 195-205 (2002). Let \((X_t)_t\) be an increasing semi-stable Markov process on the strict positive reals. 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 \(0\). Reviewer: Uwe Rösler (Kiel) Cited in 3 ReviewsCited in 28 Documents MSC: 60G18 Self-similar stochastic processes 60J50 Boundary theory for Markov processes 60G52 Stable stochastic processes Keywords:entrance boundary; semi-stable Markov process; Lévy process; subordinator Citations:Zbl 0274.60052 × Cite Format Result Cite Review PDF