On a formula on the potential operators of absorbing Lévy processes in the half space (Q2469496)
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English | On a formula on the potential operators of absorbing Lévy processes in the half space |
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On a formula on the potential operators of absorbing Lévy processes in the half space (English)
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6 February 2008
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Using a result of \textit{Y. Tamura} and \textit{H. Tanaka} [Tokyo J. Math. 25, No.~2, 363--380 (2002; Zbl 1028.60046)] from the general theory of fluctuation theory for Lévy processes, the authors give a representation of the potential operator of an absorbing Lévy process in the half space \((0, +\infty ) \times \mathbb R^ {d-1}\) in terms of three measures. In the case of a rotation invariant stable Lévy process it is shown that One of the measures is excessive, and even invariant under some conditions; also, the potential kernel is computed explicitly.
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Lévy process
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potential operator
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fluctuation theory
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