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Two kinds of conditionings for stable L\'evy processes - MaRDI portal

Two kinds of conditionings for stable L\'evy processes (Q5748042)

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scientific article; zbMATH DE number 5785745
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English
Two kinds of conditionings for stable L\'evy processes
scientific article; zbMATH DE number 5785745

    Statements

    author
    Kouji Yano
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    publication date
    14 September 2010
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    zbMATH Keywords
    stable process
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    conditioning to stay positive
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    harmonic transform
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    meander
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    excursion theory
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    arXiv classification
    math.PR
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    Identifiers

    Mathematics Subject Classification ID
    60G52
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    60F05
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    60G17
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    zbMATH DE Number
    5785745
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    arXiv ID
    0901.1374
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