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arXiv · 0901.1374

Two kinds of conditionings for stable Lévy processes

Kouji Yano
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Abstract

Two kinds of conditionings for one-dimensional stable Lévy processes are discussed via $ h $-transforms of excursion measures: One is to stay positive, and the other is to avoid the origin.

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Kouji Yano. 2009-05-15. Two kinds of conditionings for stable Lévy processes. https://arxiv.org/abs/0901.1374

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