Perpetual integrals for Lévy processes
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Publication:325924
DOI10.1007/s10959-015-0607-yzbMath1356.60073arXiv1501.00645OpenAlexW2123620900MaRDI QIDQ325924
Andreas E. Kyprianou, Leif Döring
Publication date: 11 October 2016
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.00645
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Financial applications of other theories (91G80) Zero-one laws (60F20) Local time and additive functionals (60J55)
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