Entrance and exit at infinity for stable jump diffusions

DOI10.1214/19-AOP1389zbMath1469.60211arXiv1802.01672WikidataQ114060548 ScholiaQ114060548MaRDI QIDQ784167

Andreas E. Kyprianou, Leif Döring

Publication date: 31 July 2020

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.01672

zbMATH Keywords

Kelvin transformdualitystable Lévy processesexplosionentranceSDEs

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Stochastic integral equations (60H20)

Related Items (10)

Integral functionals for spectrally positive Lévy processes ⋮ Extinction time of logistic branching processes in a Brownian environment ⋮ On the entrance at infinity of Feller processes with no negative jumps ⋮ Time-changed spectrally positive Lévy processes started from infinity ⋮ Stable processes conditioned to hit an interval continuously from the outside ⋮ Stable Lévy processes in a cone ⋮ Convergence rates in uniform ergodicity by hitting times and \(L^2\)-exponential convergence rates ⋮ Dirichlet eigenvalues and exit time moments for symmetric Markov processes ⋮ Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes ⋮ Unnamed Item

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