More on hypergeometric Lévy processes

DOI10.1017/apr.2016.47zbMath1426.60056arXiv1509.02352OpenAlexW2962749616MaRDI QIDQ5197401

Emma Horton, Andreas E. Kyprianou

Publication date: 23 September 2019

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

Full work available at URL: https://arxiv.org/abs/1509.02352

zbMATH Keywords

stable processWiener-Hopf factorisationself-similar Markov processhypergeometric Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Related Items (2)

More on hypergeometric Lévy processes ⋮ Double hypergeometric Lévy processes and self-similarity

Cites Work

• Meromorphic Lévy processes and their fluctuation identities
• A Wiener-Hopf Monte Carlo simulation technique for Lévy processes
• Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes
• Fluctuations of Lévy processes with applications. Introductory lectures
• More on hypergeometric Lévy processes
• The extended hypergeometric class of Lévy processes
• Unnamed Item

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