Abstract
Some general properties of Lévy processes conditioned to stay positive are studied. As an application, which is our main concern, a result of localization is obtained for diffusion processes in Lévy environments.
Information
Published: 1 January 2004
First available in Project Euclid: 1 January 2019
zbMATH: 1064.60203
MathSciNet: MR2073341
Digital Object Identifier: 10.2969/aspm/03910355
Rights: Copyright © 2004 Mathematical Society of Japan
