Right inverses of nonsymmetric Lévy processes.

DOI10.1214/aop/1020107772zbMath1040.60040OpenAlexW2079782388MaRDI QIDQ1872263

Matthias Winkel

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1020107772

zbMATH Keywords

excursionsLévy processespotential theorysubordinatorsright inversescreeping

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45)

Related Items (4)

Local time penalizations with various clocks for Lévy processes ⋮ Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options ⋮ Squared Bessel processes of positive and negative dimension embedded in Brownian local times ⋮ Right inverses of Lévy processes

Cites Work

• Right inverses of Lévy processes and stationary stopped local times
• Subordination in the wide sense for Lévy processes
• VOTRE LÉVY RAMPE-T-IL?
• Exit Properties of Stochastic Processes with Stationary Independent Increments
• [https://portal.mardi4nfdi.de/wiki/Publication:3308821 It� excursion theory via resolvents]
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