Advanced Studies in Pure Mathematics

Two kinds of conditionings for stable Lévy processes

Kouji Yano

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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.

Article information

Source
Probabilistic Approach to Geometry, M. Kotani, M. Hino and T. Kumagai, eds. (Tokyo: Mathematical Society of Japan, 2010), 493-503

Dates
Received: 10 January 2009
First available in Project Euclid: 24 November 2018

Permanent link to this document
https://projecteuclid.org/ euclid.aspm/1543086334

Digital Object Identifier
doi:10.2969/aspm/05710493

Zentralblatt MATH identifier
1200.60039

Subjects
Primary: 60G52: Stable processes 60F05: Central limit and other weak theorems 60G17: Sample path properties

Keywords
Stable process conditioning to stay positive harmonic transform meander excursion theory

Citation

Yano, Kouji. Two kinds of conditionings for stable Lévy processes. Probabilistic Approach to Geometry, 493--503, Mathematical Society of Japan, Tokyo, Japan, 2010. doi:10.2969/aspm/05710493. https://projecteuclid.org/euclid.aspm/1543086334


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