Excursions away from a regular point for one-dimensional symmetric Levy processes without Gaussian part

Details Excursions away from a regular point for one-dimensional symmetric Levy processes without Gaussian part Excursions away from a regular point for one-dimensional symmetric Levy processes without Gaussian part

2008-05-26

arxiv.org/abs/0805.3881v3

Mathematics

Probability

Scientific paper

The characteristic measure of excursions away from a regular point is studied
for a class of symmetric L\'evy processes without Gaussian part. It is proved
that the harmonic transform of the killed process enjoys Feller property. The
result is applied to prove extremeness of the excursion measure and to prove
several sample path behaviors of the excursion and the $ h $-path processes.

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