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By killing a stable Lévy process when it leaves the positive half-line, or by conditioning it to stay positive, or by conditioning it to hit 0 continuously, we obtain three different positive self-similar Markov processes which illustrate the three classes described by Lamperti [10]. For each of these processes, we compute explicitly the infinitesimal generator from which we deduce the characte...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2020
ISSN: 0304-4149
DOI: 10.1016/j.spa.2019.01.004