On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes
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Publication:2923293
zbMATH Open1307.60059arXiv1211.5955MaRDI QIDQ2923293FDOQ2923293
Authors: 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
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- Lévy processes with finite variance conditioned to avoid an interval
- On harmonic functions of symmetric Lévy processes
- On Lévy processes conditioned to avoid zero
- On universality in penalisation problems with multiplicative weights
- Hitting probabilities for Lévy processes on the real line
- Tanaka formula for strictly stable processes
- Fluctuation theory for Lévy processes with completely monotone jumps
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- Local time penalizations with various clocks for Lévy processes
- Stable processes conditioned to avoid an interval
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