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Sample path behaviors of L\'{e}vy processes conditioned to avoid zero

Probability 2024-06-18 v2

Abstract

Takeda-Yano determined the limit of L\'{e}vy processes conditioned to avoid zero via various random clocks in terms of Doob's hh-transform, where the limit processes may differ according to the choice of random clocks. The purpose of this paper is to investigate sample path behaviors of the limit processes in long time and in short time.

Keywords

Cite

@article{arxiv.2211.12863,
  title  = {Sample path behaviors of L\'{e}vy processes conditioned to avoid zero},
  author = {Shosei Takeda},
  journal= {arXiv preprint arXiv:2211.12863},
  year   = {2024}
}

Comments

23 pages

R2 v1 2026-06-28T06:39:53.943Z