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math.PR2018★ 4 cited
Levy Processes with finite variance conditioned to avoid an interval
Leif Doering, Alexander R. Watson, Philip Weissmann
Conditioning Markov processes to avoid a set is a classical problem that has been studied in many settings. In the present article we study the question if a Levy process can be co…
math.PR2018★ 4 cited
Entrance and exit at infinity for stable jump diffusions
Leif Doering, Andreas E. Kyprianou
In his seminal work from the 1950s, William Feller classified all one-dimensional diffusions on in terms of their ability to access the boundary (Felle…