English

Conditioning to avoid bounded sets for a one-dimensional L\'{e}vy processes

Probability 2025-01-07 v1

Abstract

For several classes of bounded sets AA, the limit of a one-dimensional L\'{e}vy process conditioned to avoid AA up to a parametrized random time which tends to infinity. For AA we take the set of finite points with several clocks and a bounded FσF_\sigma-set with exponential clock. We also take an integer lattice with exponential clock.

Keywords

Cite

@article{arxiv.2501.02776,
  title  = {Conditioning to avoid bounded sets for a one-dimensional L\'{e}vy processes},
  author = {Kohki Iba},
  journal= {arXiv preprint arXiv:2501.02776},
  year   = {2025}
}
R2 v1 2026-06-28T20:57:12.558Z