Factorizing Laplace exponents in a spectrally positive Lévy process

DOI10.1016/0304-4149(92)90042-OzbMath0757.60067OpenAlexW2009840650MaRDI QIDQ1194601

Jean Bertoin

Publication date: 4 October 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(92)90042-o

zbMATH Keywords

Lévy processsubordinatorslocal time processladder point setslast-passage-time processregenerative

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Markov processes (60J99)

Related Items (1)

The stable graph: the metric space scaling limit of a critical random graph with i.i.d. power-law degrees

Cites Work

• Last exit times for random walks
• Sur la décomposition de la trajectoire d'un processus de Lévy spectralement positif en son infimum. (On the path decomposition at the infimum for a spectrally positive Lévy process)
• An extension of Pitman's theorem for spectrally positive Lévy processes
• Séminaire de probabilités. V. Université de Strasbourg
• Fluctuation theory in continuous time
• One-dimensional Brownian motion and the three-dimensional Bessel process

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