Conditionings to avoid points with various clocks for L\'{e}vy processes
Probability
2024-05-03 v2
Abstract
We discuss conditionings to avoid two points and one-point local time penalizations with conditioning to avoid another point, for which we adopt various clocks. We also give corrections to some of the previous results of Takeda--Yano for one-point local time penalizations.
Cite
@article{arxiv.2404.01762,
title = {Conditionings to avoid points with various clocks for L\'{e}vy processes},
author = {Kohki Iba and Kouji Yano},
journal= {arXiv preprint arXiv:2404.01762},
year = {2024}
}