Completely asymmetric stable processes conditioned to avoid an interval

  title={Completely asymmetric stable processes conditioned to avoid an interval},
  author={Pierre Lenthe and Philip Weissmann},
  journal={Journal of Applied Probability},
  pages={1187 - 1197}
Abstract In a recent article, Döring et al. (2018) conditioned a stable process with two-sided jumps to avoid an interval. As usual, the strategy was to find an invariant function for the process killed on entering the interval and to show that the corresponding h-transformed process is indeed the process conditioned to avoid an interval in a meaningful way. In the present article we consider the case of a completely asymmetric stable process. It turns out that the invariant function found by D… 



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