Exit problems for positive self-similar Markov processes with one-sided jumps

DOI10.1007/978-3-030-96409-2_3zbMath1498.60176arXiv1807.00486OpenAlexW2809967139MaRDI QIDQ2091523

Publication date: 1 November 2022

Full work available at URL: https://arxiv.org/abs/1807.00486

Lévy processes self-similar Markov processes

Processes with independent increments; Lévy processes (60G51) Martingales with continuous parameter (60G44) Self-similar stochastic processes (60G18)

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Some characterizations for Markov processes at first passage ⋮ Continuous-state branching processes with collisions: first passage times and duality ⋮ First passage upwards for state-dependent-killed spectrally negative Lévy processes ⋮ Complete monotonicity of time-changed Lévy processes at first passage

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