Meromorphic Lévy processes and their fluctuation identities

DOI10.1214/11-AAP787zbMath1252.60044arXiv1004.4671MaRDI QIDQ433907

Andreas E. Kyprianou, Alexey Kuznetsov, Juan Carlos Pardo

Publication date: 8 July 2012

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.4671

zbMATH Keywords

Lévy processesWiener-Hopf factorizationfluctuation theoryexit problems

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50)

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