Generalized scale functions of standard processes with no positive jumps

DOI10.1214/20-ECP289zbMath1445.60065arXiv1711.08194OpenAlexW3004372384MaRDI QIDQ2183146

Kei Noba

Publication date: 26 May 2020

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

Full work available at URL: https://arxiv.org/abs/1711.08194

zbMATH Keywords

scale functionexcursion theorystandard processspectrally negative Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45) Markov processes (60J99)

Related Items (1)

Approximation and duality problems of refracted processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Excursion measure away from an exit boundary of one-dimensional diffusion processes
• Refracted Lévy processes
• On the Itô excursion process
• Occupation densities
• The excursion measure away from zero for spectrally negative Lévy processes
• Spectrally negative Lévy processes with Parisian reflection below and classical reflection above
• Generalized refracted Lévy process and its application to exit problem
• Fluctuations of Lévy processes with applications. Introductory lectures
• The Theory of Scale Functions for Spectrally Negative Lévy Processes
• Poisson Point Processes and Their Application to Markov Processes
• Séminaire de Probabilités XXXVIII
• Mesures Associees Aux Fonctionnelles Additives de Markov. I
• Markov Processes, Brownian Motion, and Time Symmetry

This page was built for publication: Generalized scale functions of standard processes with no positive jumps