Two kinds of conditionings for stable Lévy processes
Abstract
Description
Two kinds of conditionings for one-dimensional stable Lévy processes are discussed via $ h $-transforms of excursion measures: One is to stay positive, and the other is to avoid the origin.
Proceedings of the 1st MSJ-SI, "Probabilistic Approach to Geometry", Adv. Stud. Pure Math., Math. Soc. Japan, to appear
Proceedings of the 1st MSJ-SI, "Probabilistic Approach to Geometry", Adv. Stud. Pure Math., Math. Soc. Japan, to appear