Corrections to ``On Lévy processes conditioned to stay positive

DOI10.1214/EJP.v13-466zbMath1189.60097MaRDI QIDQ1039002

Ronald Arthur Doney, Loïc Chaumont

Publication date: 20 November 2009

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/229653

zbMATH Keywords

weak convergenceexcursion measureLévy process conditioned to stay positive

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sample path properties (60G17)

Related Items (8)

\(\varepsilon\)-strong simulation of the convex minorants of stable processes and meanders ⋮ Entrance laws at the origin of self-similar Markov processes in high dimensions ⋮ The asymptotic behavior of densities related to the supremum of a stable process ⋮ On L\'evy processes conditioned to avoid zero ⋮ Invariance principles for local times at the maximum of random walks and Lévy processes ⋮ Density behaviour related to Lévy processes ⋮ A lifetime of excursions through random walks and Lévy processes ⋮ The Doob-McKean identity for stable Lévy processes

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