scientific article; zbMATH DE number 7799665

arXiv2208.11734MaRDI QIDQ6146307

Kosuke Yamato

Publication date: 5 February 2024

Full work available at URL: https://arxiv.org/abs/2208.11734

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

scale functionquasi-stationary distributionYaglom limitspectrally positive Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Meromorphic Lévy processes and their fluctuation identities
• Quasi-stationary distributions for Lévy processes
• Stochastic orders
• Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
• Existence and uniqueness of quasi-stationary distributions for symmetric Markov processes with tightness property
• Fluctuations of Lévy processes with applications. Introductory lectures
• Quasi-Stationary Distributions
• The Theory of Scale Functions for Spectrally Negative Lévy Processes
• Exponential decay and ergodicity of general Markov processes and their discrete skeletons
• Domain of attraction of quasi-stationary distributions for the brownian motion with drift
• A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions

This page was built for publication: