A transformation for spectrally negative Lévy processes and applications

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

zbMATH Keywords

hypergeometric functionexponential functionalfluctuation theoryintertwiningspectrally negative Lévy processpositive self-similar Markov process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10)

Cites Work

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