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arXiv · 2404.01762

Conditionings to avoid points with various clocks for L\'{e}vy processes

Kohki Iba·Kouji Yano
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Abstract

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.

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Kohki Iba, Kouji Yano. 2024-04-02. Conditionings to avoid points with various clocks for L\'{e}vy processes. https://arxiv.org/abs/2404.01762

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