Stable processes conditioned to hit an interval continuously from the outside
Probability
2018-09-19 v1
Abstract
Conditioning stable L\'evy processes on zero probability events recently became a tractable subject since several explicit formulas emerged from a deep analysis using the Lamperti transformations for self-similar Markov processes. In this article we derive new harmonic functions and use them to explain how to condition stable processes to hit continuously a compact interval from the outside.
Cite
@article{arxiv.1809.06734,
title = {Stable processes conditioned to hit an interval continuously from the outside},
author = {Leif Döring and Philip Weissmann},
journal= {arXiv preprint arXiv:1809.06734},
year = {2018}
}
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