کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1157004 958911 2008 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On a formula on the potential operators of absorbing Lévy processes in the half space
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
On a formula on the potential operators of absorbing Lévy processes in the half space
چکیده انگلیسی

A representation of the potential operator of an absorbing Lévy process in the half space (0,∞)×Rd−1,d≥2, is given in terms of three measures μ,μ̂ and μ̇ on [0,∞)×Rd−1[0,∞)×Rd−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 μ̂ 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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 118, Issue 2, February 2008, Pages 199–212
نویسندگان
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