Kohki Iba

collaborators

5 papers

math.PR2026

Elephant Random Walk Conditioned to Avoid Zero

Kohki Iba, Go Tokumitsu

We investigate the long-time limit of an elephant random walk conditioned to avoid zero and show that the resulting process admits a Skorokhod-type embedding into a three-dimension…

math.PR2026

A Tanaka-Type Formula for Compact Sets and Equilibrium Measures of LÃ©vy Processes

Kohki Iba, Victor Rivero

Tanaka's formula is a classical identity for Brownian motion, and Tsukada (2018) extended it to LÃ©vy processes not necessarily symmetric. From a potential-theoretic point of view,…

math.PR2026

Hitting Probabilities of Finite Points for One-Dimensional LÃ©vy Processes

Kohki Iba

For a one-dimensional LÃ©vy process, we derive an explicit formula for the probability of first hitting a specified point among a fixed finite set. Moreover, using this formula, we…

math.PR2025

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 LÃ©vy processes. The li…

math.PR2025

Kohki Iba

For several classes of bounded sets $A$ , the limit of a one-dimensional LÃ©vy process conditioned to avoid $A$ up to a parametrized random time which tends to infinity. For $A$ we…

Elephant Random Walk Conditioned to Avoid Zero

A Tanaka-Type Formula for Compact Sets and Equilibrium Measures of LÃ©vy Processes

Hitting Probabilities of Finite Points for One-Dimensional LÃ©vy Processes

Multi-point local time penalizations with various clocks for one-dimensional LÃ©vy processes

Conditioning to avoid bounded sets for a one-dimensional LÃ©vy processes