The extended hypergeometric class of Lévy processes

DOI10.1239/jap/1417528488zbMath1314.60097arXiv1310.1135OpenAlexW2145241951MaRDI QIDQ5245638

Andreas E. Kyprianou, Juan Carlos Pardo, Alexander R. Watson

Publication date: 14 April 2015

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

Full work available at URL: https://arxiv.org/abs/1310.1135

zbMATH Keywords

hitting distributionstable processesexponential functionalWiener-Hopf factorisationhypergeometric Lévy processes

Mathematics Subject Classification ID

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

Related Items (5)

Deep factorisation of the stable process. II: Potentials and applications ⋮ Fluctuation theory for Lévy processes with completely monotone jumps ⋮ More on hypergeometric Lévy processes ⋮ Large Deviations for Clocks of Self-similar Processes ⋮ Double hypergeometric Lévy processes and self-similarity

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