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Green Operators of Absorbing Lévy Processes on the Half Line

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Stochastic Processes
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Abstract

Silverstein’s formula ([5]) for Green operators of absorbing Levy processes on [0, ∞) is proved, without the assumption of the absolute continuity of Green measures, by making use of the Wiener-Hopf factorization for Lévy processes.

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References

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© 1993 Springer-Verlag New York, Inc.

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Tanaka, H. (1993). Green Operators of Absorbing Lévy Processes on the Half Line. In: Cambanis, S., Ghosh, J.K., Karandikar, R.L., Sen, P.K. (eds) Stochastic Processes. Springer, New York, NY. https://doi.org/10.1007/978-1-4615-7909-0_35

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  • DOI: https://doi.org/10.1007/978-1-4615-7909-0_35

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4615-7911-3

  • Online ISBN: 978-1-4615-7909-0

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