On the rate of growth of Lévy processes with no positive jumps conditioned to stay positive

DOI10.1214/ECP.v13-1414zbMath1189.60099arXivmath/0703560OpenAlexW2103451617MaRDI QIDQ1038907

Juan Carlos Pardo Millan

Publication date: 20 November 2009

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

Full work available at URL: https://arxiv.org/abs/math/0703560

zbMATH Keywords

rate of growthoccupation timesintegral testsfirst and last passage timesfuture infimum processLévy processes conditioned to stay positive

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Sample path properties (60G17)

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