Fluctuation theory for spectrally positive additive Lévy fields

DOI10.1214/20-EJP547zbMath1477.60072arXiv1912.10474OpenAlexW2994698584MaRDI QIDQ2042643

Marine Marolleau, Loïc Chaumont

Publication date: 21 July 2021

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

Full work available at URL: https://arxiv.org/abs/1912.10474

zbMATH Keywords

fluctuation theoryadditive Lévy fieldKemperman's formulamultivariate first hitting time

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Related Items (1)

Extinction times of multitype continuous-state branching processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The optional sampling theorem for martingales indexed by directed sets
• Level sets of additive Lévy processes
• Fluctuations of Lévy processes with applications. Introductory lectures
• Affine processes on \(\mathbb{R}_+^m\times\mathbb{R}^n\) and multiparameter time changes
• Coding multitype forests: Application to the law of the total population of branching forests
• Breadth First Search Coding of Multitype Forests with Application to Lamperti Representation
• Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration
• Extinction times of multitype continuous-state branching processes

This page was built for publication: Fluctuation theory for spectrally positive additive Lévy fields