Potentials of Stable Processes

DOI10.1007/978-3-319-11970-0_12zbMath1390.60174arXiv1312.1222OpenAlexW2950386126MaRDI QIDQ4568491

Alexander R. Watson, Andreas E. Kyprianou

Publication date: 21 June 2018

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.1222

zbMATH Keywords

Lévy processeshitting timesstable processesLamperti representationpositive self-similar Markov processesreflected stable processespotential measuresresolvent measures

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Related Items

Deep factorisation of the stable process. II: Potentials and applications ⋮ On the solution of two-sided fractional ordinary differential equations of Caputo type ⋮ A free boundary characterisation of the root barrier for Markov processes ⋮ Unnamed Item ⋮ On the Harmonic Measure of Stable Processes

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