稳定Lévy过程的两种条件化
概率论
2009-05-15 v2
摘要
通过游程测度的h-变换讨论了一维稳定Lévy过程的两种条件化：一种是保持为正，另一种是避免原点。
引用
@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}
}
备注
Proceedings of the 1st MSJ-SI, "Probabilistic Approach to Geometry", Adv. Stud. Pure Math., Math. Soc. Japan, to appear