Sample path behaviors of Lévy processes conditioned to avoid zero

DOI10.1007/S10959-024-01352-2MaRDI QIDQ6633175zbMATH OpenFDO

Authors Shosei Takeda

Publication date 5 November 2024

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10959-024-01352-2

zbMATH Keywords

conditioningLévy processeslimit theoremsample path property

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sample path properties (60G17) Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25)

Recommendations

• On Lévy processes conditioned to avoid zero
• Lévy processes with finite variance conditioned to avoid an interval
• On the limiting behaviour of Lévy processes at zero
• On Lévy processes conditioned to stay positive
• Conditionings and path decompositions for Lévy processes

Cites work

• A potential theoretic approach to Tanaka formula for asymmetric Lévy processes
• Conditionings and path decompositions for Lévy processes
• Excursion theory revisited
• Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part
• Fluctuations of Lévy processes with applications. Introductory lectures
• Hitting probabilities of single points for processes with stationary independent increments
• scientific article; zbMATH DE number 1245556 (Why is no real title available?)
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• scientific article; zbMATH DE number 5227618 (Why is no real title available?)
• scientific article; zbMATH DE number 3416793 (Why is no real title available?)
• Local time penalizations with various clocks for Lévy processes
• On h-transforms of one-dimensional diffusions stopped upon hitting zero
• On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes
• On Lévy processes conditioned to avoid zero
• On Lévy processes conditioned to stay positive
• On the laws of first hitting times of points for one-dimensional symmetric stable Lévy processes
• On universality in penalisation problems with multiplicative weights
• Penalising symmetric stable Lévy paths
• Right inverses of nonsymmetric Lévy processes.

Cited in

(1)

• Two-point local time penalizations with various clocks for Lévy processes

This page was built for publication: Sample path behaviors of Lévy processes conditioned to avoid zero

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6633175)