Oscillatory attraction and repulsion from a subset of the unit sphere or hyperplane for isotropic stable L\'evy processes
Abstract
Suppose that is a closed set of the unit sphere in dimension , which has positive surface measure. We construct the law of absorption of an isotropic stable L\'evy process in dimension conditioned to approach continuously, allowing for the interior and exterior of to be visited infinitely often. Additionally, we show that this process is in duality with the underlying stable L\'evy process. We can replicate the aforementioned results by similar ones in the setting that is replaced by , a closed bounded subset of the hyperplane with positive surface measure, where is the unit orthogonal vector and where is the usual Euclidean inner product. Our results complement similar results of the authors Kyprianou, Palau and Saizmaa (2020) in which the stable process was further constrained to attract to and repel from from either the exterior or the interior of the unit sphere.
Keywords
Cite
@article{arxiv.2011.07402,
title = {Oscillatory attraction and repulsion from a subset of the unit sphere or hyperplane for isotropic stable L\'evy processes},
author = {Mateusz Kwaśniki and Andreas E. Kyprianou and Sandra Palau and Tsogzolmaa Saizmaa},
journal= {arXiv preprint arXiv:2011.07402},
year = {2020}
}