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

DOI10.1007/s10440-019-00288-8zbMath1472.60082arXiv1901.09106OpenAlexW2972350788WikidataQ114852435 ScholiaQ114852435MaRDI QIDQ2023032

Jacek Małecki, Loïc Chaumont

Publication date: 3 May 2021

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.09106

zbMATH Keywords

integral representationLévy processstable processentrance lawreflected processsubordinate Brownian motionsupremum processItô measure

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Applications of functional analysis in probability theory and statistics (46N30)

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