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math.PR2024
Entrance boundary for standard processes with no negative jumps and its application to exponential convergence to the Yaglom limit
Kosuke Yamato
We study standard processes with no negative jumps under the entrance boundary condition. Similarly to one-dimensional diffusions, we show that the process can be made into a Felle…
math.PR2024
Conditioning to avoid zero via a class of concave functions for one-dimensional diffusions
Kosuke Yamato
For one-dimensional diffusions on the half-line, we study a specific type of conditioning to avoid zero. We introduce supermartingales defined via concave functions with respect to…