Hitting Probabilities for Spectrally Positive Lévy Processes

DOI10.1112/jlms/s2-44.3.566zbMath0699.60061OpenAlexW1994332932MaRDI QIDQ3477765

Ronald Arthur Doney

Publication date: 1991

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/jlms/s2-44.3.566

zbMATH Keywords

subordinatorlocal timeLévy processhitting probabilitiesstable processWiener-Hopf factorisationassociated process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov processes (60J99)

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