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math.PRNov 26, 2012
5
citations (OpenAlex)
authors
  • Kouji Yano
arXiv abstractPDF
paper

On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes

arXiv:1211.5955

Abstract

For a certain class of asymmetric Lévy processes where the origin is regular for itself, the renormalized zero resolvent is proved to be harmonic for the killed process upon hitting zero.

Cited by in corpus (2)

  • Hitting times of points for symmetric Lévy processes with completely monotone jumps
  • Rogers functions and fluctuation theory
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