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arxiv: 1809.06734 · v1 · pith:FFV3GVC5new · submitted 2018-09-18 · 🧮 math.PR

Stable processes conditioned to hit an interval continuously from the outside

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Conditioning stable L\'evy processes on zero probability events recently became a tractable subject since several explicit formulas emerged from a deep analysis using the Lamperti transformations for self-similar Markov processes. In this article we derive new harmonic functions and use them to explain how to condition stable processes to hit continuously a compact interval from the outside.

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