A transformation for spectrally negative Lévy processes and applications
From MaRDI portal
Publication:2080148
DOI10.1007/978-3-030-83309-1_9zbMath1496.60046OpenAlexW4212790509MaRDI QIDQ2080148
Andreas E. Kyprianou, Marie Chazal, Pierre Patie
Publication date: 7 October 2022
Full work available at URL: https://doi.org/10.1007/978-3-030-83309-1_9
hypergeometric functionexponential functionalfluctuation theoryintertwiningspectrally negative Lévy processpositive self-similar Markov process
Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10)
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