Seminar series
Date
Mon, 17 May 2004
15:45
15:45
Location
DH 3rd floor SR
Speaker
Ron Doney
The question whether the measure of a Levy process starting from
x>0 and "conditioned to stay positive" converges to the
corresponding obiect for x=0 when x tends to 0 is rather delicate. I
will describe work with Loic Chaumont which settles this question,
essentially in all cases of interest. As an application, I will show
how to use this result and excursion theory to give simpler proofs
of some recent results about the exit problem for reflected processe
derived from spectrally one-sided Levy processes due to
Avram. Kyprianou and Pistorius.