Spectral analysis of stable processes on the positive half-line
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Publication:1748911
Abstract: We study the spectral expansion of the semigroup of a general stable process killed on the first exit from the positive half-line. Starting with the Wiener-Hopf factorization we obtain the q-resolvent density for the killed process, from which we derive the spectral expansion of the semigroup via the inverse Laplace transform. The eigenfunctions and co-eigenfunctions are given rather explicitly in terms of the double sine function and they give rise to a pair of integral transforms which generalize the classical Fourier sine transform. Our results provide the first explicit example of a spectral expansion of the semigroup of a non-symmetric Levy process killed on the first exit form the positive half-line.
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Cited in
(17)- The entrance law of the excursion measure of the reflected process for some classes of Lévy processes
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