Short proofs in extrema of spectrally one sided Lévy processes

DOI10.1214/18-ECP163zbMath1398.60068arXiv1804.06371WikidataQ113752028 ScholiaQ113752028MaRDI QIDQ1990022

Jacek Małecki, Loïc Chaumont

Publication date: 24 October 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.06371

zbMATH Keywords

Ballot theorembridgepast supremumspectrally one sided Lévy processKendall's identitycyclically interchangeable process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Exchangeability for stochastic processes (60G09)

Related Items (1)

The entrance law of the excursion measure of the reflected process for some classes of Lévy processes

Cites Work

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