On L\'evy processes conditioned to avoid zero

zbMath1375.60089arXiv1304.3191MaRDI QIDQ5369221

H. Pantí

Publication date: 16 October 2017

Full work available at URL: https://arxiv.org/abs/1304.3191

zbMATH Keywords

Lévy processesexcursion theoryexcessive functions

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18) Markov processes (60J99)

Related Items (14)

The excursion measure away from zero for spectrally negative Lévy processes ⋮ Fluctuation theory for Lévy processes with completely monotone jumps ⋮ Hitting probabilities for L\'{e}vy processes on the real line ⋮ On some Markov processes related to a symmetric α-stable process ⋮ Lévy processes with finite variance conditioned to avoid an interval ⋮ Local time penalizations with various clocks for Lévy processes ⋮ MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022 ⋮ Asymptotically stable random walks of index \(1 < \alpha < 2\) killed on a finite set ⋮ Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes ⋮ Stable processes conditioned to avoid an interval ⋮ Stable processes conditioned to hit an interval continuously from the outside ⋮ Transience and Recurrence of Markov Processes with Constrained Local Time ⋮ On universality in penalisation problems with multiplicative weights ⋮ Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs

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