Conditionings to avoid points with various clocks for Lévy processes
Fuente:
arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2024
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| Sujets: | |
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| _version_ | 1866914780223111168 |
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| author | Iba, Kohki Yano, Kouji |
| author_facet | Iba, Kohki Yano, Kouji |
| contents | We discuss conditionings to avoid two points and one-point local time penalizations with conditioning to avoid another point, for which we adopt various clocks. We also give corrections to some of the previous results of Takeda--Yano for one-point local time penalizations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2404_01762 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Conditionings to avoid points with various clocks for Lévy processes Iba, Kohki Yano, Kouji Probability We discuss conditionings to avoid two points and one-point local time penalizations with conditioning to avoid another point, for which we adopt various clocks. We also give corrections to some of the previous results of Takeda--Yano for one-point local time penalizations. |
| title | Conditionings to avoid points with various clocks for Lévy processes |
| topic | Probability |
| url | https://arxiv.org/abs/2404.01762 |