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 | |
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.) | |
15. | Rights | Copyright and permissions | The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available. Summary of the Creative Commons Attribution License You are free
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