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  • 标题:Stable Lévy processes, self-similarity and the unit ball
  • 本地全文:下载
  • 作者:Andreas E. Kyprianou
  • 期刊名称:Latin American Journal of Probability and Mathematical Statistics
  • 电子版ISSN:1980-0436
  • 出版年度:2018
  • 卷号:XV
  • 期号:1
  • 页码:617-690
  • DOI:10.30757/ALEA.v15-25
  • 出版社:Instituto Nacional De Matemática Pura E Aplicada
  • 摘要:Around the 1960s a celebrated collection of papers emerged offeringa number of explicit identities for the class of isotropic Lévy stable processes inone and higher dimensions; these include, for example, the lauded works of Ray(1958); Widom (1961); Rogozin (1972) (in one dimension) and Blumenthal et al.(1961); Getoor (1966); Port (1969) (in higher dimension), see also more recentlyByczkowski et al. (2009); Luks (2013). Amongst other things, these results nicelyexemplify the use of standard Riesz potential theory on the unit open ball Bd :=fx 2 Rd : jxj < 1g, RdnBd and the sphere Sd􀀀1 := fx 2 Rd : jxj = 1g with the,then, modern theory of potential analysis for Markov processes.
  • 关键词:Stable processes; fluctuation theory; Riesz potentials; self-similar;Markov processes.
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