Sample path behaviors of L\'{e}vy processes conditioned to avoid zero

Shosei Takeda

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arXiv · 2211.12863

Sample path behaviors of L\'{e}vy processes conditioned to avoid zero

Shosei Takeda

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Abstract

Takeda-Yano determined the limit of L\'{e}vy 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.

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Shosei Takeda. 2022-11-23. Sample path behaviors of L\'{e}vy processes conditioned to avoid zero. https://arxiv.org/abs/2211.12863

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