Fluctuation theory for Lévy processes with completely monotone jumps

DOI10.1214/19-EJP300zbMath1412.60067arXiv1811.06617OpenAlexW2963852546MaRDI QIDQ2631866

Mateusz Kwaśnicki

Publication date: 16 May 2019

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

Full work available at URL: https://arxiv.org/abs/1811.06617

zbMATH Keywords

Lévy processfluctuation theoryWiener-Hopf factorisationcomplete Bernstein functionNevanlinna-Pick function

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68)

Related Items (5)

Characterisation of the class of bell-shaped functions ⋮ Harmonic extension technique for non-symmetric operators with completely monotone kernels ⋮ Boundary traces of shift-invariant diffusions in half-plane ⋮ Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin ⋮ A new class of bell-shaped functions

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