Double hypergeometric Lévy processes and self-similarity

DOI10.1017/jpr.2020.86zbMath1470.60128arXiv1904.06143OpenAlexW3046811184MaRDI QIDQ4964793

Andreas E. Kyprianou, Juan Carlos Pardo, Matija Vidmar

Publication date: 3 March 2021

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

Full work available at URL: https://arxiv.org/abs/1904.06143

zbMATH Keywords

Lévy processesWiener-Hopf factorisationPick functionsself-similar Markov processescomplete Bernstein functions

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Related Items (2)

Positive self-similar Markov processes obtained by resurrection ⋮ A growth-fragmentation model connected to the ricocheted stable process

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