Stable processes conditioned to hit an interval continuously from the outside

Leif Döring; Philip Weissmann

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arXiv · 1809.06734

Stable processes conditioned to hit an interval continuously from the outside

Leif Döring·Philip Weissmann

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Abstract

Conditioning stable L\'evy processes on zero probability events recently became a tractable subject since several explicit formulas emerged from a deep analysis using the Lamperti transformations for self-similar Markov processes. In this article we derive new harmonic functions and use them to explain how to condition stable processes to hit continuously a compact interval from the outside.

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Leif Döring, Philip Weissmann. 2018-09-18. Stable processes conditioned to hit an interval continuously from the outside. https://arxiv.org/abs/1809.06734

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