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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…
math.PR2024
Two-point local time penalizations with various clocks for Lévy processes
Kohki Iba, Kouji Yano
Long-time limit of one-dimensional Lévy processes weighted and normalized with respect to the exponential functional of two-point local times are studied. The limit processes may v…