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VOL. 57 | 2010 Two kinds of conditionings for stable Lévy processes
Kouji Yano

Editor(s) Motoko Kotani, Masanori Hino, Takashi Kumagai

Abstract

Two kinds of conditionings for one-dimensional stable Lévy processes are discussed via $h$-transforms of excursion measures: One is to stay positive, and the other is to avoid the origin.

Information

Published: 1 January 2010
First available in Project Euclid: 24 November 2018

zbMATH: 1200.60039
MathSciNet: MR2648275

Digital Object Identifier: 10.2969/aspm/05710493

Subjects:
Primary: 60F05, 60G17, 60G52

Rights: Copyright © 2010 Mathematical Society of Japan

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