Stable Processes With Drift on the Line

DOI10.2307/2001430zbMath0681.60068OpenAlexW4256231767MaRDI QIDQ4730569

Sidney C. Port

Publication date: 1989

Full work available at URL: https://doi.org/10.2307/2001430

zbMATH Keywords

stable processesCauchy processeslimit theorems for occupation timesExplicit asymptotics for the potential kernel

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Markov processes (60J99)

Related Items

Small gaps in the range of stable processes, On the infimum attained by a reflected Lévy process, Transient Asymptotics of Lévy-Driven Queues, Asymptotics of Hybrid Fluid Queues with Lévy Input, Asymptotic estimates of multi-dimensional stable densities and their applications, A TANDEM QUEUE WITH LÉVY INPUT: A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTH

Cites Work

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• The behavior of asymmetric Cauchy processes for large time
• Infinitely divisible processes and their potential theory. I
• Occupation Time and the Lebesgue Measure of the Range for a Levy Process
• Local times for Markov processes
• The Asymmetric Cauchy Processes on the Line