A Wiener-Hopf factorization related potential measure for spectrally negative Lévy process
DOI10.1007/S11464-020-0861-XzbMATH Open1469.60144OpenAlexW3106381560MaRDI QIDQ2048165FDOQ2048165
Authors: Man Chen, Xian Yuan Wu, Xiaowen Zhou 
Publication date: 5 August 2021
Published in: Frontiers of Mathematics in China (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11464-020-0861-x
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- scientific article; zbMATH DE number 2149874
scale functionWiener-Hopf factorizationexcursion theorypotential measuredrawdown timespectrally negative Lévy process (SNLP)
Processes with independent increments; Lévy processes (60G51) Other generalizations (nonlinear potential theory, etc.) (31C45) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68)
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Cited In (4)
- TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems
- Two-sided discounted potential measures for spectrally negative Lévy processes
- On Maxima and Ladder Processes for a Dense Class of Lévy Process
- On q-scale functions of spectrally negative Lévy processes
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