Conditionings to avoid points with various clocks for Lévy processes

2024/04/02 by Kohki Iba, Iba, Kohki, Kouji Yano +1
Engineering · Mathematics · #FOS: Mathematics #Mathematical Approximation and Integration #Optimization and Packing Problems #Probability (math.PR)

paper · pdf · doi:10.48550/arxiv.2404.01762

openalex publication_date 2024/04/02 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We discuss conditionings to avoid two points and one-point local time penalizations with conditioning to avoid another point, for which we adopt various clocks. We also give corrections to some of the previous results of Takeda--Yano for one-point local time penalizations.

Related

• Multi-point local time penalizations with various clocks for one-dimensional Lévy processes
• Two-point local time penalizations with various clocks for Lévy processes
• Local time penalizations with various clocks for Lévy processes
• Sample path behaviors of Lévy processes conditioned to avoid zero
• Conditioning to avoid bounded sets for a one-dimensional Lévy processes