On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes

zbMATH Open1307.60059arXiv1211.5955MaRDI QIDQ2923293FDOQ2923293

Kouji Yano

Publication date: 15 October 2014

Published in: Journal of Math-for-Industry (Search for Journal in Brave)

Abstract: For a certain class of asymmetric L'evy processes where the origin is regular for itself, the renormalized zero resolvent is proved to be harmonic for the killed process upon hitting zero.

Full work available at URL: https://arxiv.org/abs/1211.5955

zbMATH Keywords

harmonic functionexcursion theoryLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Cited In (12)

• Lévy processes with finite variance conditioned to avoid an interval
• On harmonic functions of symmetric Lévy processes
• On universality in penalisation problems with multiplicative weights
• Tanaka formula for strictly stable processes
• On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero
• Fluctuation theory for Lévy processes with completely monotone jumps
• Stable processes conditioned to hit an interval continuously from the outside
• Sample path behaviors of Lévy processes conditioned to avoid zero
• Local time penalizations with various clocks for Lévy processes
• Hitting probabilities for L\'{e}vy processes on the real line
• On L\'evy processes conditioned to avoid zero
• Stable processes conditioned to avoid an interval

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