On Maxima and Ladder Processes for a Dense Class of Lévy Process

DOI10.1239/jap/1143936254zbMath1102.60044arXivmath/0502192OpenAlexW1969912315MaRDI QIDQ5489000

Martijn R. Pistorius

Publication date: 25 September 2006

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

Full work available at URL: https://arxiv.org/abs/math/0502192

zbMATH Keywords

Wiener-Hopf factorization

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Markov renewal processes, semi-Markov processes (60K15)

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