Two kinds of conditionings for stable Lévy processes

Details Two kinds of conditionings for stable Lévy processes Two kinds of conditionings for stable Lévy processes

2009-01-10

arxiv.org/abs/0901.1374v2

Mathematics

Probability

Proceedings of the 1st MSJ-SI, "Probabilistic Approach to Geometry", Adv. Stud. Pure Math., Math. Soc. Japan, to appear

Scientific paper

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

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