Deep factorisation of the stable process. II: Potentials and applications
From MaRDI portal
Publication:1635974
DOI10.1214/16-AIHP806zbMath1396.60040arXiv1511.06356OpenAlexW2963623370WikidataQ130196810 ScholiaQ130196810MaRDI QIDQ1635974
Batı Şengül, Andreas E. Kyprianou, Víctor Manuel Rivero
Publication date: 1 June 2018
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.06356
Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)
Related Items
Fluctuation theory for Lévy processes with completely monotone jumps, Lévy processes with finite variance conditioned to avoid an interval, Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach, Stable processes conditioned to avoid an interval, Stable processes conditioned to hit an interval continuously from the outside, Stable Lévy processes in a cone, Unnamed Item
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Deep factorisation of the stable process
- A note on Wiener-Hopf factorization for Markov additive processes
- Explicit identities for Lévy processes associated to symmetric stable processes
- A Wiener-Hopf Monte Carlo simulation technique for Lévy processes
- Fluctuation theory and exit systems for positive self-similar Markov processes
- Crossing points of Lévy processes and general theory of processes
- Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes
- Real self-similar processes started from the origin
- Splitting and time reversal for Markov additive processes
- Fluctuations of Lévy processes with applications. Introductory lectures
- On Kelvin transformation
- The Lamperti representation of real-valued self-similar Markov processes
- Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity
- Overshoots and undershoots of Lévy processes
- On the symmetric wiener-hopf factorization for markov additive processes
- [https://portal.mardi4nfdi.de/wiki/Publication:4101244 L�vy systems of Markov additive processes]
- Potentials of Stable Processes
- Applied Probability and Queues
- Semi-stable Markov processes. I
- The extended hypergeometric class of Lévy processes
- On the Harmonic Measure of Stable Processes
- Conditioned stable Lévy processes and the Lamperti representation
- Markov additive processes. I
- Markov processes and their functional in duality
- Bernstein functions. Theory and applications
