Attraction to and repulsion from patches on the hypersphere and hyperplane for isotropic d-dimensional α-stable processes with index in α ∈ (0, 1] and d ≥ 2

Duration: 58 mins 56 secs
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Description: Andreas Kyprianou (University of Bath)
22/04/2022
Programme: FD2W03
SemId: 35404
 
Created: 2022-05-02 02:04
Collection: Fractional differential equations
Publisher: Andreas Kyprianou
Copyright: Isaac Newton Institute
Language: eng (English)
 
Abstract: Consider a d-dimensional α-stable processes with index in α∈(0,1) and d≥2. Suppose that Ω is a region of the unit sphere S^{d−1} = {x ∈ R^d : |x| = 1}. We construct the aforesaid stable Lévy process conditioned to approach Ω continuously, either from inside S^{d−1}, from outside S^{d−1} or in an oscillatory way; all of which have zero probability. Our approach also extends to the setting of hitting bounded domains of (d-1)-dimensional hyperplanes. We appeal to a mixture of methods, appealing to the modern theory of self-similar Markov process as well as the classical potential analytic view.
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