Green Operators of Absorbing Lévy Processes on the Half Line

Hiroshi Tanaka
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Hiroshi Tanaka: Keio University, Department of Mathematics, Faculty of Science and Technology

A chapter in Stochastic Processes, 1993, pp 313-319 from Springer

Abstract: 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.

Keywords: Green Operator; Borel Subset; Exit Time; Absolute Continuity; Absolute Convergence (search for similar items in EconPapers)
Date: 1993
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4615-7909-0_35

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DOI: 10.1007/978-1-4615-7909-0_35

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