JMI2013A-3 On harmonic function for the killed process upon hitting zero of asymmetric Lévy processes (pp.17-24)
Author(s)： Kouji Yano
J. Math-for-Ind. 5A (2013) 17-24.
- File：
JMI2013A-3.pdf (138KB)
Abstract
For a certain class of asymmetric Lévy processes where the origin is regular for itself, the renormalized zero resolvent is proved to be harmonic for the killed process upon hitting zero.
Keyword(s). Lévy process, harmonic function, excursion theory
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