A characterization of the finiteness of perpetual integrals of Lévy processes

DOI10.3150/19-BEJ1167zbMath1466.60096arXiv1903.03792OpenAlexW3004373932MaRDI QIDQ2295040

Martin Kolb, Mladen Svetoslavov Savov

Publication date: 12 February 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.03792

zbMATH Keywords

Lévy processesperpetual integralspotential measures

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25)

Related Items (4)

Integral functionals for spectrally positive Lévy processes ⋮ Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting) ⋮ On the explosion of a class of continuous-state nonlinear branching processes ⋮ A necessary and sufficient condition for the convergence of the derivative martingale in a branching Lévy process

Cites Work

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• On the coupling property of Lévy processes
• Perpetual integrals via random time changes
• Some applications of duality for Lévy processes in a half-line
• A probabilistic approach to bounded/positive solutions for Schrödinger operators with certain classes of potentials
• Multiparameter Processes

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