Stable processes conditioned to hit an interval continuously from the outside

DOI10.3150/19-BEJ1134zbMath1466.60099arXiv1809.06734OpenAlexW3004192145MaRDI QIDQ2295024

Leif Döring, Philip Weissmann

Publication date: 12 February 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.06734

zbMATH Keywords

Markov processesstable processesprobabilistic potential theory

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45) Stable stochastic processes (60G52)

Related Items (3)

Lévy processes conditioned to stay in a half-space with applications to directional extremes ⋮ Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes ⋮ Oscillatory attraction and repulsion from a subset of the unit sphere or hyperplane for isotropic stable Lévy processes

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