Two kinds of conditionings for stable L\'evy processes
Probability
2009-05-15 v2
Abstract
Two kinds of conditionings for one-dimensional stable L\'evy processes are discussed via -transforms of excursion measures: One is to stay positive, and the other is to avoid the origin.
Keywords
Cite
@article{arxiv.0901.1374,
title = {Two kinds of conditionings for stable L\'evy processes},
author = {Kouji Yano},
journal= {arXiv preprint arXiv:0901.1374},
year = {2009}
}
Comments
Proceedings of the 1st MSJ-SI, "Probabilistic Approach to Geometry", Adv. Stud. Pure Math., Math. Soc. Japan, to appear