Title of article :
On a formula on the potential operators of absorbing Lévy processes in the half space
Author/Authors :
Tamura، نويسنده , , Yozo and Tanaka، نويسنده , , Hiroshi، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2008
Abstract :
A representation of the potential operator of an absorbing Lévy process in the half space ( 0 , ∞ ) × R d − 1 , d ≥ 2 , is given in terms of three measures μ , μ ̂ and μ ̇ on [ 0 , ∞ ) × R d − 1 arising in the fluctuation theory of Lévy processes. In the case of a rotation invariant stable Lévy process, the potential kernel in the half space is computed explicitly. It will also be proved that the measure μ ̂ is an excessive measure (an invariant measure under some conditions) of a Markov process, which is derived from the given Lévy process in a certain way.
Keywords :
Lévy process , Absorbing Lévy process , Potential operator , Fluctuation theory , Rotation invariant stable Lévy process
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications