Before revision:  When a model is specified by given risk-neutral probabilities together with a given short rate function of the Markovian driver , we give three sufficient conditions for existence of a recurrent eigenfunction (and , hence, of a recurrent Hansen-Scheinkman factorization and Ross recovery)
After revision:  When a model is specified by given risk-neutral probabilities together with a given short rate function of the Markovian state , we give three sufficient conditions for existence of a recurrent eigenfunction (and , hence, of a recurrent Hansen-Scheinkman factorization and Ross recovery)