Stochastic Volterra equations for the local times of spectrally positive stable processes (Q6591585)

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scientific article; zbMATH DE number 7900398
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Stochastic Volterra equations for the local times of spectrally positive stable processes
scientific article; zbMATH DE number 7900398

    Statements

    Stochastic Volterra equations for the local times of spectrally positive stable processes (English)
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    22 August 2024
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    stochastic Volterra equations
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    stable processes
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    Laplace functional
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    local time
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    marked Hawkes point measure
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    Poisson random measure
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    Ray-Knight theorem
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