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math.PR2015
Deep factorisation of the stable process II; potentials and applications
Andreas E. Kyprianou, Victor Rivero, Bati Sengul
Here we propose a different perspective of the deep factorisation in Kyprianou (2015) based on determining potentials. Indeed, we factorise the inverse of the MAP-exponent associat…
math.PR2015
Conditioning subordinators embedded in Markov processes
Andreas E. Kyprianou, Victor Rivero, Bati Sengul
The running infimum of a Levy process relative to its point of issue is know to have the same range that of the negative of a certain subordinator. Conditioning a Levy process issu…