A transformation for spectrally negative Lévy processes and applications
type: Item
instance of: scholarly article
title: A transformation for spectrally negative Lévy processes and applications
zbMATH Open document ID: 1496.60046
DOI: 10.1007/978-3-030-83309-1_9
author: Marie Chazal
author: A. E. Kyprianou
author: Pierre Patie
publication date: 2022-10-07T00:00:00Z
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60E10
zbMATH DE Number: 7597781
zbMATH Keywords: spectrally negative Lévy process
zbMATH Keywords: fluctuation theory
zbMATH Keywords: exponential functional
zbMATH Keywords: positive self-similar Markov process
zbMATH Keywords: intertwining
zbMATH Keywords: hypergeometric function
MaRDI profile type: Publication
full work available at URL: 978-3-030-83309-1 9
OpenAlex ID: W4212790509
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description: scientific article; zbMATH DE number 7597781