3 papers
math.PR2025
Supremum penalizations for Lévy processes
Shosei Takeda
Several long-time limit theorems of one-dimensional Lévy processes weighted and normalized by functions of its supremum are studied. The long-time limits are taken via the families…
math.PR2022
Sample path behaviors of Lévy processes conditioned to avoid zero
Shosei Takeda
Takeda-Yano determined the limit of Lévy processes conditioned to avoid zero via various random clocks in terms of Doob's -transform, where the limit processes may differ accord…
math.PR2022
Local time penalizations with various clocks for Lévy processes
Shosei Takeda, Kouji Yano
Several long-time limit theorems of one-dimensional Lévy processes weighted and normalized by functions of the local time are studied. The long-time limits are taken via certain fa…