arXiv Analytics

Sign in

arXiv:1211.5955 [math.PR]AbstractReferencesReviewsResources

On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes

Kouji Yano

Published 2012-11-26Version 1

For a certain class of asymmetric L\'evy processes where the origin is regular for itself, the renormalized zero resolvent is proved to be harmonic for the killed process upon hitting zero.

Categories: math.PR
Related articles: Most relevant | Search more
arXiv:1103.1460 [math.PR] (Published 2011-03-08, updated 2012-09-11)
On the drawdown of completely asymmetric Levy processes
arXiv:1811.00827 [math.PR] (Published 2018-11-02)
Time since maximum of Brownian motion and asymmetric Levy processes
arXiv:1404.3367 [math.PR] (Published 2014-04-13, updated 2016-04-14)
Parisian quasi-stationary distributions for asymmetric Lévy processes

Links

Toolbox