A remarkable -finite measure unifying supremum penalisations for a stable Lévy process
Yuko Yano (2013)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
The -finite measure which unifies supremum penalisations for a stable Lévy process is introduced. Silverstein’s coinvariant and coharmonic functions for Lévy processes and Chaumont’s -transform processes with respect to these functions are utilized for the construction of .