On a formula on the potential operators of absorbing Lévy processes in the half space

DOI10.1016/j.spa.2007.04.005zbMath1144.60034OpenAlexW2051063944MaRDI QIDQ2469496

Yozo Tamura, Hiroshi Tanaka

Publication date: 6 February 2008

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2007.04.005

zbMATH Keywords

Lévy processpotential operatorfluctuation theory

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45)

Related Items (3)

Fluctuation theory for Lévy processes with completely monotone jumps ⋮ Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting) ⋮ Green's functions of random walks on the upper half plane

Cites Work

• Classification of coharmonic and coinvariant functions for a Levy process
• On a fluctuation identity for multidimensional Lévy processes
• Poisson point processes attached to symmetric diffusions
• Séminaire de probabilités. V. Université de Strasbourg
• Stable Processes with An Absorbing Barrier
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