3 papers
math.PR2025
Multi-point local time penalizations with various clocks for one-dimensional Lévy processes
Kohki Iba
We study the penalization problem with various clocks where the weight is given as the exponential functional of multi-point local times for one-dimensional Lévy processes. The lim…
math.PR2025
Conditioning to avoid bounded sets for a one-dimensional Lévy processes
Kohki Iba
For several classes of bounded sets , the limit of a one-dimensional Lévy process conditioned to avoid up to a parametrized random time which tends to infinity. For we t…
math.PR2024
Conditionings to avoid points with various clocks for Lévy processes
Kohki Iba, Kouji Yano
We discuss conditionings to avoid two points and one-point local time penalizations with conditioning to avoid another point, for which we adopt various clocks. We also give correc…