On a formula on the potential operators of absorbing Lévy processes in the half space
A representation of the potential operator of an absorbing Lévy process in the half space , is given in terms of three measures and on arising in the fluctuation theory of Lévy processes. In the case of a rotation invariant stable Lévy process, the potential kernel in the half space is computed explicitly. It will also be proved that the measure is an excessive measure (an invariant measure under some conditions) of a Markov process, which is derived from the given Lévy process in a certain way.
Year of publication: |
2008
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Authors: | Tamura, Yozo ; Tanaka, Hiroshi |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 118.2008, 2, p. 199-212
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Publisher: |
Elsevier |
Keywords: | Lévy process Absorbing Lévy process Potential operator Fluctuation theory Rotation invariant stable Lévy process |
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