On some Markov processes related to a symmetric α-stable process

DOI10.1080/17442508.2018.1457678zbMath1498.60312OpenAlexW2796024889MaRDI QIDQ5086454

M. I. Portenko, M. M. Osypchuk

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2018.1457678

zbMATH Keywords

stopping timelocal timemartingale problempseudo-differential operatorsymmetric stable processFeynman-Kac transformation

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52)

Cites Work

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• On L\'evy processes conditioned to avoid zero
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