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Spectral theory for symmetric one-dimensional Lévy processes killed upon hitting the origin


 
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1. Title Title of document Spectral theory for symmetric one-dimensional Lévy processes killed upon hitting the origin
 
2. Creator Author's name, affiliation, country Mateusz Kwaśnicki; Polish Academy of Sciences and Wrocław University of Technology; Poland
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Lévy process; first hitting time; spectral theory
 
3. Subject Subject classification 60G51; 60J45
 
4. Description Abstract Spectral theory for transition operators of one-dimensional symmetric Lévy process killed upon hitting the origin is studied. Under very mild assumptions, an integral-type formula for eigenfunctions is obtained, and eigenfunction expansion of transition operators and the generator is proved. As an application, and the primary motivation, integral fomulae for the transition density and the distribution of the hitting time of the origin are given in terms of the eigenfunctions.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) Polish Ministry of Science and Higher Education; Foundation for Polish Science
 
7. Date (YYYY-MM-DD) 2012-10-01
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/2013
 
10. Identifier Digital Object Identifier 10.1214/EJP.v17-2013
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 17
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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