• 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
  • Pages
    14
  • From page
    199
  • To page
    212
  • 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
  • Serial Year
    2008
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1577952