Showing 2025Show all
2 papers · 1 filter
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…