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
Keywords:
Conditioning to stay positive
,
Excursion theory
,
harmonic transform
,
Meander
,
Stable process
Rights: Copyright © 2010 Mathematical Society of Japan
