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A decomposition for Lévy processes inspected at Poisson moments - MaRDI portal

A decomposition for Lévy processes inspected at Poisson moments (Q6102053)

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scientific article; zbMATH DE number 7682999
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English
A decomposition for Lévy processes inspected at Poisson moments
scientific article; zbMATH DE number 7682999

    Statements

    title
    A decomposition for Lévy processes inspected at Poisson moments (English)
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    author
    Onno J. Boxma
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    M. R. H. Mandjes
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    publication date
    8 May 2023
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    zbMATH Keywords
    Lévy process
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    running maximum
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    decomposition
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    bankruptcy probability
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    Identifiers

    arXiv ID
    2110.12256
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    DOI
    10.1017/jpr.2022.66
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    Mathematics Subject Classification ID
    60G51
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    60K25
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    91G05
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    zbMATH DE Number
    7682999
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    OpenAlex ID
    W3208778894
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