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Fluctuation theory for spectrally positive additive Lévy fields - MaRDI portal

Fluctuation theory for spectrally positive additive Lévy fields (Q2042643)

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Fluctuation theory for spectrally positive additive Lévy fields
scientific article

    Statements

    title
    Fluctuation theory for spectrally positive additive Lévy fields (English)
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    author
    Marine Marolleau
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    Loïc Chaumont
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    publication date
    21 July 2021
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    zbMATH Keywords
    additive Lévy field
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    fluctuation theory
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    Kemperman's formula
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    multivariate first hitting time
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    Identifiers

    DOI
    10.1214/20-EJP547
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    zbMATH DE Number
    7373335
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    arXiv ID
    1912.10474
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    OpenAlex ID
    W2994698584
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