Lévy processes with finite variance conditioned to avoid an interval
type: Item
instance of: scholarly article
title: Lévy processes with finite variance conditioned to avoid an interval
zbMATH Open document ID: 1466.60146
DOI: 10.1214/19-EJP306
author: Leif Döring
author: Alexander R. Watson
author: Philip Weissmann
published in: Electronic Journal of Probability
publication date: 2019-06-20T00:00:00Z
full work available at URL: https://arxiv.org/abs/1807.08466
full work available at URL: https://projecteuclid.org/euclid.ejp/1559700305
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 7068786
zbMATH Keywords: Markov processes
zbMATH Keywords: Lévy processes
zbMATH Keywords: killed Lévy processes
zbMATH Keywords: Doob \(h\)-transform
zbMATH Keywords: martingales
MaRDI profile type: Publication
arXiv ID: 1807.08466
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description: scientific article