Conditioning to avoid bounded sets for a one-dimensional L\'evy processes

Abstract

For several classes of bounded sets A, the limit of a one-dimensional L\'evy process conditioned to avoid A up to a parametrized random time which tends to infinity. For A we take the set of finite points with several clocks and a bounded Fσ-set with exponential clock. We also take an integer lattice with exponential clock.

0

Turn this paper into a full lesson

ArcXiv compiles a staged curriculum from this paper: 8-12 lessons across beginner → advanced, synthesised section guides, visuals, flashcards, a quiz, exercises, and on-demand deep dives per section. Grounded in the abstract, never invented.

Discussion (0)

Sign in to join the discussion.

Loading comments…