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