Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach

DOI10.1007/S11118-019-09809-4MaRDI QIDQ2006377zbMATH OpenOpenAlexWikidataFDO

Authors A. E. Kyprianou, Víctor Manuel Rivero, Weerapat Satitkanitkul

Publication date 8 October 2020

Published in Potential Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11118-019-09809-4

zbMATH Keywords

excursion theoryLamperti-Kiu transformLévy processesRiesz-Bogdan-Żak transformstable processes

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(10)

• Deep factorisation of the stable process. II: Potentials and applications
• Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes
• Stable Lévy processes in a cone
• The Doob-McKean identity for stable Lévy processes
• Fluctuation theory for Lévy processes with completely monotone jumps
• Deep factorisation of the stable process
• Stable Lévy processes, self-similarity and the unit ball
• Existence of solutions for nonlinear elliptic PDEs with fractional Laplacians on open balls
• General path integrals and stable SDEs
• Markov additive friendships

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