Potentials of Stable Processes

DOI10.1007/978-3-319-11970-0_12zbMath1390.60174arXiv1312.1222OpenAlexW2950386126MaRDI QIDQ4568491

Alexander R. Watson, Andreas E. Kyprianou

Publication date: 21 June 2018

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.1222

zbMATH Keywords

Lévy processeshitting timesstable processesLamperti representationpositive self-similar Markov processesreflected stable processespotential measuresresolvent measures

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Related Items (5)

Deep factorisation of the stable process. II: Potentials and applications ⋮ On the solution of two-sided fractional ordinary differential equations of Caputo type ⋮ A free boundary characterisation of the root barrier for Markov processes ⋮ Unnamed Item ⋮ On the Harmonic Measure of Stable Processes

Cites Work

• Exact and asymptotic \(n\)-tuple laws at first and last passage
• Itô excursion theory for self-similar Markov processes
• Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes
• Overshoots and undershoots of Lévy processes
• Introductory lectures on fluctuations of Lévy processes with applications.
• The Distribution of the First Hit for Stable and Asymptotically Stable Walks on an Interval
• Semi-stable Markov processes. I
• Conditioned stable Lévy processes and the Lamperti representation
• On the Distribution of First Hits for the Symmetric Stable Processes
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