Explicit identities for Lévy processes associated to symmetric stable processes

DOI10.3150/10-BEJ275zbMath1284.60092arXiv0911.0712OpenAlexW2101711769MaRDI QIDQ637089

Maria-Emilia Caballero, José Luis Pérez Garmendia, Juan Carlos Pardo

Publication date: 2 September 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.0712

zbMATH Keywords

first hitting timefirst exit timeLamperti representationpositive self-similar Markov processessymmetric stable Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52)

Related Items (19)

Stable windings at the origin ⋮ Deep factorisation of the stable process. II: Potentials and applications ⋮ Unnamed Item ⋮ Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes ⋮ A growth-fragmentation model connected to the ricocheted stable process ⋮ On the Wiener-Hopf factorization for Lévy processes with bounded positive jumps ⋮ The Lamperti representation of real-valued self-similar Markov processes ⋮ Hitting distributions of \(\alpha\)-stable processes via path censoring and self-similarity ⋮ A Wiener-Hopf Monte Carlo simulation technique for Lévy processes ⋮ Deep factorisation of the stable process III: the view from radial excursion theory and the point of closest reach ⋮ Attraction to and repulsion from a subset of the unit sphere for isotropic stable Lévy processes ⋮ Large Deviations for Clocks of Self-similar Processes ⋮ The Doob-McKean identity for stable Lévy processes ⋮ Oscillatory attraction and repulsion from a subset of the unit sphere or hyperplane for isotropic stable Lévy processes ⋮ The extended hypergeometric class of Lévy processes ⋮ Entrance and exit at infinity for stable jump diffusions ⋮ Invariance principles for clocks ⋮ Windings of Planar Stable Processes ⋮ Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Exact and asymptotic \(n\)-tuple laws at first and last passage
• Overshoots and undershoots of Lévy processes
• Radial processes
• VOTRE LÉVY RAMPE-T-IL?
• Semi-stable Markov processes. I
• The First Hitting Distribution of a Sphere for Symmetric Stable Processes
• On the Distribution of First Hits for the Symmetric Stable Processes

This page was built for publication: Explicit identities for Lévy processes associated to symmetric stable processes