Yaglom limit for unimodal Lévy processes

DOI10.1214/22-AIHP1301arXiv2110.00873OpenAlexW3204419669MaRDI QIDQ6187897FDOQ6187897

Authors: Gavin Armstrong, Krzysztof Bogdan, Tomasz Grzywny, Łukasz Leżaj, Longmin Wang 

Publication date: 16 January 2024

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Abstract: We prove universality of the Yaglom limit of Lipschitz cones among all unimodal L'{e}vy processes sufficiently close to the isotropic $alpha$-stable L'{e}vy process.

Full work available at URL: https://arxiv.org/abs/2110.00873

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zbMATH Keywords

Yaglom limitboundary limitLipschitz coneLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Transition functions, generators and resolvents (60J35) Boundary theory for Markov processes (60J50) Self-similar stochastic processes (60G18)

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Cited In (1)

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