Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes

Abstract Taking account of recent developments in the representation of d -dimensional isotropic stable Levy processes as self-similar Markov processes, we consider a number of new ways to condition its path. Suppose that S is a region of the unit sphere S d − 1 = { x ∈ R d : | x | = 1 } . We construct the aforesaid stable Levy process conditioned to approach S continuously from either inside or outside of the sphere. Additionally, we show that these processes are in duality with the stable process conditioned to remain inside the sphere and absorb continuously at the origin and to remain outside of the sphere, respectively. Our results extend the recent contributions of Doring and Weissman (2020), where similar conditioning is considered, albeit in one dimension as well as providing analogues of the same and very classical results for Brownian motion, (Doob, 1957). As in Doring and Weissman (2020), we appeal to recent fluctuation identities related to the deep factorisation of stable processes, cf. (Kyprianou, 2016; Kyprianou et al., 2020; Kyprianou et al., 2017).