Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
Bertoin, Jean
Ann. Appl. Probab., Tome 7 (1997) no. 1, p. 156-169 / Harvested from Project Euclid
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Consider a completely asymmetric Lévy process which has absolutely continuous transition probabilities. We determine the exponential decay parameter $\rho$ and the quasistationary distribution for the transition probabilities of the Lévy process killed as it exits from a finite interval, prove that the killed process is $\rho$-positive and specify the $\rho$-invariant function and measure.
Publié le : 1997-02-14
Classification:  Lévy process,  completely asymmetric,  exponential decay,  ergodic,  60J30,  28D10 
@article{1034625257,
     author = {Bertoin, Jean},
     title = {Exponential decay and ergodicity of completely asymmetric L\'evy
		 processes in a finite interval},
     journal = {Ann. Appl. Probab.},
     volume = {7},
     number = {1},
     year = {1997},
     pages = { 156-169},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1034625257}
}

Bertoin, Jean. Exponential decay and ergodicity of completely asymmetric Lévy
		 processes in a finite interval. Ann. Appl. Probab., Tome 7 (1997) no. 1, pp.  156-169. http://gdmltest.u-ga.fr/item/1034625257/