The Doob-McKean identity for stable Lévy processes
From MaRDI portal
Publication:2080154
DOI10.1007/978-3-030-83309-1_15zbMath1496.60050arXiv2103.12179OpenAlexW4206699705MaRDI QIDQ2080154
Andreas E. Kyprianou, Neil O'Connell
Publication date: 7 October 2022
Full work available at URL: https://arxiv.org/abs/2103.12179
Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Stable stochastic processes (60G52) Transition functions, generators and resolvents (60J35)
Related Items (2)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Explicit identities for Lévy processes associated to symmetric stable processes
- Classical diffusion processes and total positivity
- Sloshing frequencies
- On Lévy processes conditioned to stay positive
- Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration
- Corrections to ``On Lévy processes conditioned to stay positive
- Markov processes related with Dunkl operators
- Conditionings and path decompositions for Lévy processes
- On the domain of fractional Laplacians and related generators of Feller processes
- On conditioning a random walk to stay nonnegative
- Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes
- Fluctuations of Lévy processes with applications. Introductory lectures
- Stochastic Processes Connected With Harmonic Functions
- Conditional brownian motion and the boundary limits of harmonic functions
- Spectral properties of the Cauchy process on half-line and interval
- Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
- One-dimensional Brownian motion and the three-dimensional Bessel process
- Semi-stable Markov processes. I
- Conditioned stable Lévy processes and the Lamperti representation
- Decomposing the Brownian path
- Excursions of a non-singular diffusion
This page was built for publication: The Doob-McKean identity for stable Lévy processes
