The hitting time of zero for a stable process
DOI10.1214/EJP.v19-2647zbMath1293.60055arXiv1212.5153MaRDI QIDQ2448518
Andreas E. Kyprianou, Alexander R. Watson, Juan Carlos Pardo, Alexey Kuznetsov
Publication date: 2 May 2014
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1212.5153
Lévy processeshitting timesstable processesexponential functionalLamperti representationpositive self-similar Markov processesLamperti-Kiu representationreal self-similar Markov processesconditioning to avoid zerogeneralised Lamperti representation
Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)
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