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Ray Knight theorems for spectrally negative Lévy processes

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Publication:6614483
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DOI10.1214/24-ejp1169MaRDI QIDQ6614483

Jesús Contreras, Víctor Manuel Rivero

Publication date: 7 October 2024

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



zbMATH Keywords

Lévy processeslocal timesinfinite divisibilityfluctuation theoryRay-Knight theorems


Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Local time and additive functionals (60J55) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)








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