Sample path behaviors of Lévy processes conditioned to avoid zero
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arXiv
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| Format: | Preprint |
| Published: |
2022
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| _version_ | 1866913392868982784 |
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| author | Takeda, Shosei |
| author_facet | Takeda, Shosei |
| contents | Takeda-Yano determined the limit of Lévy processes conditioned to avoid zero via various random clocks in terms of Doob's $h$-transform, where the limit processes may differ according to the choice of random clocks. The purpose of this paper is to investigate sample path behaviors of the limit processes in long time and in short time. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2211_12863 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Sample path behaviors of Lévy processes conditioned to avoid zero Takeda, Shosei Probability 60G17 (Primary) 60F05, 60G51, 60J25 (Secondary) Takeda-Yano determined the limit of Lévy processes conditioned to avoid zero via various random clocks in terms of Doob's $h$-transform, where the limit processes may differ according to the choice of random clocks. The purpose of this paper is to investigate sample path behaviors of the limit processes in long time and in short time. |
| title | Sample path behaviors of Lévy processes conditioned to avoid zero |
| topic | Probability 60G17 (Primary) 60F05, 60G51, 60J25 (Secondary) |
| url | https://arxiv.org/abs/2211.12863 |