Two kinds of conditionings for stable Lévy processes
arXiv:0901.1374
Abstract
Two kinds of conditionings for one-dimensional stable Lévy processes are discussed via -transforms of excursion measures: One is to stay positive, and the other is to avoid the origin.
Proceedings of the 1st MSJ-SI, "Probabilistic Approach to Geometry", Adv. Stud. Pure Math., Math. Soc. Japan, to appear