Add to ORKGConditioning Markov processes to avoid a domain is a classical problem that has been studied in many settings. Ingredients for standard arguments involve the leading order tail asymptotics of the distribution of the first hitting time of the domain of interest and its relation to an underlying harmonic function. In the present article we condition stable processes to avoid intervals. The required tail asymptotics in the stable setting for α≥1 go back to classical work of Blumenthal et al. and Port from the 1960s. For α<1, we appeal to recent results centred around the so-called deep factorisation of the stable process to compute hitting probabilities and, moreover, to identify the associated harmonic functions for all α∈(0,2). With these i...
International audienceWe consider the problem of conditioning a Markov process on a rare event and o...
A continuous-time Markov process X can be conditioned to be in a given state at a fixed time T>0 ...
A continuous-time Markov process X can be conditioned to be in a given state at a fixed time T>0 ...
Conditioning Markov processes to avoid a domain is a classical problem that has been studied in many...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning Markov processes to avoid a set is a classical problem that has been studied in many se...
Conditioning Markov processes to avoid a set is a classical problem that has been studied in many se...
In this thesis we consider two classical problems in the theory of Markov processes for the special ...
Conditioning Markov processes to avoid a set is a classical problem that has been studied in many se...
International audienceWe consider the problem of conditioning a Markov process on a rare event and o...
A continuous-time Markov process X can be conditioned to be in a given state at a fixed time T>0 ...
A continuous-time Markov process X can be conditioned to be in a given state at a fixed time T>0 ...
Conditioning Markov processes to avoid a domain is a classical problem that has been studied in many...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning stable Lévy processes on zero probability events recently became a tractable subject si...
Conditioning Markov processes to avoid a set is a classical problem that has been studied in many se...
Conditioning Markov processes to avoid a set is a classical problem that has been studied in many se...
In this thesis we consider two classical problems in the theory of Markov processes for the special ...
Conditioning Markov processes to avoid a set is a classical problem that has been studied in many se...
International audienceWe consider the problem of conditioning a Markov process on a rare event and o...
A continuous-time Markov process X can be conditioned to be in a given state at a fixed time T>0 ...
A continuous-time Markov process X can be conditioned to be in a given state at a fixed time T>0 ...