scientific article; zbMATH DE number 6876312
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Publication:4644009
zbMath1396.60051MaRDI QIDQ4644009
Publication date: 30 May 2018
Full work available at URL: http://alea.impa.br/articles/v15/15-25.pdf
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Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)
Related Items (16)
First passage times over stochastic boundaries for subdiffusive processes ⋮ Stable windings at the origin ⋮ Positive self-similar Markov processes obtained by resurrection ⋮ Entrance laws at the origin of self-similar Markov processes in high dimensions ⋮ Conditioned real self-similar Markov processes ⋮ Turán inequalities and complete monotonicity for a class of entire functions ⋮ Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach ⋮ Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes ⋮ Stable processes conditioned to hit an interval continuously from the outside ⋮ Observing a Lévy process up to a stopping time ⋮ Stable Lévy processes in a cone ⋮ On Doney's striking factorization of the arc-sine law ⋮ Oscillatory attraction and repulsion from a subset of the unit sphere or hyperplane for isotropic stable Lévy processes ⋮ Entrance and exit at infinity for stable jump diffusions ⋮ General self-similarity properties for Markov processes and exponential functionals of Lévy processes ⋮ Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes
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