Yaglom limit for unimodal Lévy processes

DOI10.1214/22-AIHP1301MaRDI QIDQ6187897zbMATH OpenOpenAlexFDO

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)

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

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)

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.

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Cited in

(1)

• Non-symmetric stable processes: Dirichlet heat kernel, Martin kernel and Yaglom limit

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