EXPONENTIAL DECAY AND ERGODICITY OF COMPLETELY ASYMMETRIC LEVY PROCESSES IN A FINITE INTERVAL
成果类型：
Article
署名作者：
Bertoin, Jean
署名单位：
Sorbonne Universite
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
发表日期：
1997
页码：
156-169
关键词：
摘要：
Consider a completely asymmetric Levy process which has absolutely continuous transition probabilities. We determine the exponential decay parameter rho and the quasistationary distribution for the transition probabilities of the evy process killed as it exits from a finite interval, prove that the killed process is rho-positive and specify the rho-invariant function and measure.