Fluctuations of Omega-killed spectrally negative Lévy processes

DOI10.1016/J.SPA.2017.10.018zbMath1401.60087arXiv1603.07967OpenAlexW2963274062MaRDI QIDQ1615891

Zbigniew Palmowski, Bo Li

Publication date: 31 October 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.07967

zbMATH Keywords

Laplace transformLévy processesoccupation timefluctuation theoryself-similar processOmega model

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Queueing theory (aspects of probability theory) (60K25)

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