On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
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Publication:1827468
DOI10.1023/B:JOTP.0000020481.14371.37zbMath1049.60042OpenAlexW1973018627MaRDI QIDQ1827468
Publication date: 6 August 2004
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:jotp.0000020481.14371.37
Processes with independent increments; Lévy processes (60G51) Extreme value theory; extremal stochastic processes (60G70)
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