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Lévy processes with marked jumps. I: Limit theorems - MaRDI portal

Lévy processes with marked jumps. I: Limit theorems (Q904707)

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Lévy processes with marked jumps. I: Limit theorems
scientific article

    Statements

    title
    Lévy processes with marked jumps. I: Limit theorems (English)
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    author
    Cécile Delaporte
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    publication date
    13 January 2016
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    zbMATH Keywords
    Lévy processes
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    marked jumps
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    invariance principle
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    ladder height process
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    local time
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    supremum
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    splitting tree
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    Identifiers

    Mathematics Subject Classification ID
    60G51
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    60F17
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    60F05
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    60J55
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    92D10
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    zbMATH DE Number
    6529744
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    OpenAlex ID
    W2043490039
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    arXiv ID
    1305.6245
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