Integral functionals for spectrally positive Lévy processes

DOI10.1007/s10959-022-01176-yarXiv1809.05759OpenAlexW2890546910MaRDI QIDQ6046190

Xiao-Wen Zhou, Pei-Sen Li

Publication date: 16 May 2023

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

Full work available at URL: https://arxiv.org/abs/1809.05759

zbMATH Keywords

extinctionLévy processstochastic integral equationexplosionintegral testLamperti transformcontinuous-state branching process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Problems related to evolution (92D15) Population dynamics (general) (92D25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (1)

Some characterizations for Markov processes at first passage

Cites Work

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