Spectral analysis of stable processes on the positive half-line

DOI10.1214/18-EJP134zbMath1390.60173arXiv1509.06435OpenAlexW2963443068MaRDI QIDQ1748911

Mateusz Kwaśnicki, Alexey Kuznetsov

Publication date: 15 May 2018

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

Full work available at URL: https://arxiv.org/abs/1509.06435

zbMATH Keywords

resolventsemigroupeigenfunctionsstable processfirst exit timedouble sine function

Mathematics Subject Classification ID

Stable stochastic processes (60G52) Transition functions, generators and resolvents (60J35)

Related Items (7)

Fluctuation theory for Lévy processes with completely monotone jumps ⋮ Risk‐neutral pricing techniques and examples ⋮ Quantization of the zigzag model ⋮ Weak similarity orbit of (log)‐self‐similar Markov semigroups on the Euclidean space ⋮ Boundary traces of shift-invariant diffusions in half-plane ⋮ The entrance law of the excursion measure of the reflected process for some classes of Lévy processes ⋮ Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin

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