Corrections to “On Lévy processes conditioned to stay positive”. (English) Zbl 1189.60097

Chaumont, Loïc; Doney, Ronald Arthur

Electron. J. Probab. 13, 1-4 (2008).

Summary: We correct two errors of omission in our paper [Electron. J. Probab. 10, Paper No. 28, 948–961, electronic only (2005; Zbl 1109.60039)].

MSC:

60G51	Processes with independent increments; Lévy processes
60G17	Sample path properties

Keywords:

Lévy process conditioned to stay positive; weak convergence; excursion measure

Citations:

Zbl 1109.60039