Displaying similar documents to “Almost sure finiteness for the total occupation time of an ( d , α , β ) -superprocess.”

Alpha-stable branching and beta-coalescents.

Birkner, Matthias, Blath, Jochen, Capaldo, Marcella, Etheridge, Alison M., Möhle, Martin, Schweinsberg, Jason, Wakolbinger, Anton (2005)

Electronic Journal of Probability [electronic only]

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Penalisation of a stable Lévy process involving its one-sided supremum

Kouji Yano, Yuko Yano, Marc Yor (2010)

Annales de l'I.H.P. Probabilités et statistiques

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Penalisation involving the one-sided supremum for a stable Lévy process with index ∈(0, 2] is studied. We introduce the analogue of Azéma–Yor martingales for a stable Lévy process and give the law of the overall supremum under the penalised measure.