以避零为条件的莱维过程的路径行为样本

Pub Date : 2024-06-26 DOI:10.1007/s10959-024-01352-2

Shosei Takeda

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引用次数: 0

摘要

Takeda和Yano（Electron J Probab 28:1-35，2023）通过Doob的\(h\)-变换确定了通过各种随机时钟避开零的Lévy过程的极限条件，其中极限过程可能因随机时钟的选择而不同。本文的目的是研究极限过程在长时间和短时间内的样本路径行为。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Sample Path Behaviors of Lévy Processes Conditioned to Avoid Zero

Takeda and Yano (Electron J Probab 28:1–35, 2023) determined the limit of Lévy 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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