On harmonic function for the killed process upon hitting zero of asymmetric L\'evy processes
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Publication:2923293
zbMath1307.60059arXiv1211.5955MaRDI QIDQ2923293
Publication date: 15 October 2014
Full work available at URL: https://arxiv.org/abs/1211.5955
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Fluctuation theory for Lévy processes with completely monotone jumps ⋮ Hitting probabilities for L\'{e}vy processes on the real line ⋮ Lévy processes with finite variance conditioned to avoid an interval ⋮ Local time penalizations with various clocks for Lévy processes ⋮ On L\'evy processes conditioned to avoid zero ⋮ On h-Transforms of One-Dimensional Diffusions Stopped upon Hitting Zero ⋮ Stable processes conditioned to avoid an interval ⋮ Stable processes conditioned to hit an interval continuously from the outside ⋮ Tanaka formula for strictly stable processes ⋮ On universality in penalisation problems with multiplicative weights
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