Lévy processes with finite variance conditioned to avoid an interval

DOI10.1214/19-EJP306zbMath1466.60146arXiv1807.08466MaRDI QIDQ2423462

Leif Döring, Philip Weissmann, Alexander R. Watson

Publication date: 20 June 2019

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

Full work available at URL: https://arxiv.org/abs/1807.08466

zbMATH Keywords

Lévy processesmartingalesMarkov processesDoob \(h\)-transformkilled Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44)

Related Items (3)

Lévy processes conditioned to stay in a half-space with applications to directional extremes ⋮ Limit theorems for random walks with absorption ⋮ Completely asymmetric stable processes conditioned to avoid an interval

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