On L\'evy processes conditioned to avoid zero

zbMath1375.60089arXiv1304.3191MaRDI QIDQ5369221

H. Pantí

Publication date: 16 October 2017

Full work available at URL: https://arxiv.org/abs/1304.3191

zbMATH Keywords

Lévy processesexcursion theoryexcessive functions

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18) Markov processes (60J99)

Related Items

The excursion measure away from zero for spectrally negative Lévy processes ⋮ Fluctuation theory for Lévy processes with completely monotone jumps ⋮ Hitting probabilities for L\'{e}vy processes on the real line ⋮ On some Markov processes related to a symmetric α-stable process ⋮ Lévy processes with finite variance conditioned to avoid an interval ⋮ Local time penalizations with various clocks for Lévy processes ⋮ MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022 ⋮ Asymptotically stable random walks of index \(1 < \alpha < 2\) killed on a finite set ⋮ Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes ⋮ Stable processes conditioned to avoid an interval ⋮ Stable processes conditioned to hit an interval continuously from the outside ⋮ Transience and Recurrence of Markov Processes with Constrained Local Time ⋮ On universality in penalisation problems with multiplicative weights ⋮ Optimal periodic dividend strategies for spectrally negative Lévy processes with fixed transaction costs

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Splitting at the infimum and excursions in half-lines for random walks and Lévy processes
• Penalising symmetric stable Lévy paths
• On Lévy processes conditioned to stay positive
• Excursions away from a regular point for one-dimensional symmetric Lévy processes without Gaussian part
• Corrections to ``On Lévy processes conditioned to stay positive
• Necessary and sufficient conditions for the continuity of local time of Lévy processes
• Exit systems
• Conditionings and path decompositions for Lévy processes
• On the continuity of local times of Borel right Markov processes
• Introductory lectures on fluctuations of Lévy processes with applications.
• Excursion theory revisited
• Infinitely divisible processes and their potential theory. II
• Permanental Processes
• On harmonic function for the killed process upon hitting zero of asymmetric L\'evy processes
• [https://portal.mardi4nfdi.de/wiki/Publication:5186512 Continuity of local times for L�vy processes]
• A convolution equation and hitting probabilities of single points for processes with stationary independent increments
• Markov Processes, Brownian Motion, and Time Symmetry