Oscillatory attraction and repulsion from a subset of the unit sphere or hyperplane for isotropic stable Lévy processes

DOI10.1007/978-3-030-83309-1_16MaRDI QIDQ2080155zbMATH OpenOpenAlexFDO

Authors M. Kwaśnicki, A. E. Kyprianou, Sandra Palau, Tsogzolmaa Saizmaa

Publication date 7 October 2022

Full work available at URL https://arxiv.org/abs/2011.07402

zbMATH Keywords

dualitystable processtime reversal

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52)

Abstract: Suppose that $mathsfS$ is a closed set of the unit sphere $mathbb{S}^{d-1}=xinmathbb{R}^d:|x|=1$ in dimension $dgeq2$, which has positive surface measure. We construct the law of absorption of an isotropic stable L'evy process in dimension $dgeq2$ conditioned to approach $mathsfS$ continuously, allowing for the interior and exterior of $mathbb{S}^{d-1}$ to be visited infinitely often. Additionally, we show that this process is in duality with the underlying stable L'evy process. We can replicate the aforementioned results by similar ones in the setting that $mathsfS$ is replaced by $mathsfD$, a closed bounded subset of the hyperplane $xinmathbb{R}^d:(x,v)=0$ with positive surface measure, where $v$ is the unit orthogonal vector and where $(cdot,cdot)$ is the usual Euclidean inner product. Our results complement similar results of the authors Kyprianou, Palau and Saizmaa (2020) in which the stable process was further constrained to attract to and repel from $mathsfS$ from either the exterior or the interior of the unit sphere.

Recommendations

• Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes
• Random attractors for stochastic differential equations driven by two-sided Lévy processes
• Stability and attraction to normality for Lévy processes at zero and at infinity
• Self attracting diffusions on a sphere and application to a periodic case
• Stable Lévy processes, self-similarity and the unit ball
• Attractors of probability measures for semilinear stochastic evolution equations
• Domain of attraction of the quasi-stationary distributions for the Ornstein-Uhlenbeck process

Cites work

• Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes
• Boundary behavior of \(\alpha \)-harmonic functions on the complement of the sphere and hyperplane
• Conditioned real self-similar Markov processes
• Conditioned stable Lévy processes and the Lamperti representation
• Conditioning subordinators embedded in Markov processes
• Conditionings and path decompositions for Lévy processes
• Explicit identities for Lévy processes associated to symmetric stable processes
• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• scientific article; zbMATH DE number 3212213 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• Inversion, duality and Doob \(h\)-transforms for self-similar Markov processes
• Markov Processes, Brownian Motion, and Time Symmetry
• On Kelvin transformation
• On the distribution of a rotationally invariant \alpha-stable process at the hitting time of a given hyperplane
• On the Harmonic Measure of Stable Processes
• Potential theory. An analytic and probabilistic approach to balayage
• Stable Lévy processes, self-similarity and the unit ball
• Stable processes conditioned to hit an interval continuously from the outside
• The First Hitting Distribution of a Sphere for Symmetric Stable Processes
• The Lamperti representation of real-valued self-similar Markov processes
• Time Reversions of Markov Processes

Cited in

(2)

• Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes
• -stable Lévy processes entering the half space or a slab

This page was built for publication: Oscillatory attraction and repulsion from a subset of the unit sphere or hyperplane for isotropic stable Lévy processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2080155)