Polarity for a class of Levy processes |
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Authors: | Wu Chuan-ju Liu Lu-qin |
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Affiliation: | (1) School of Mathematics and Statistics, Wuhan University, 430072 Wuhan, Hubei, China;(2) College of Urban Construction, Wuhan University of Science and Technology, 430070 Wuhan, Hubei, China |
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Abstract: | ![]() Polar set of Markov processes is an important concept in probabilistic potential theory, but it is not easy to judge the polarity of the sets. In this paper, we give some results which can be easily used to examine the polarity of the sets whenX t belongs to a special class of Levy processes. We also give a result about polar functions of symmetric stable processes. Biography: Wu Chuan-ju(1974-), Ph. D candidate, research direction: theory and application of stochastic processes. |
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Keywords: | Levy process subordinator (essentially) polar set polar function |
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