Two kinds of conditionings for stable L\'evy processes

zbMath1200.60039arXiv0901.1374MaRDI QIDQ5748042

Kouji Yano

Publication date: 14 September 2010

Full work available at URL: https://arxiv.org/abs/0901.1374

zbMATH Keywords

excursion theorystable processmeanderconditioning to stay positiveharmonic transform

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sample path properties (60G17) Stable stochastic processes (60G52)

Related Items (4)

A remarkable \(\sigma\)-finite measure unifying supremum penalisations for a stable Lévy process ⋮ On the laws of total local times for \(h\)-paths and bridges of symmetric Lévy processes ⋮ On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero ⋮ On universality in penalisation problems with multiplicative weights

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