Some applications of duality for Lévy processes in a half-line
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Publication:3078343
DOI10.1112/blms/bdq084zbMath1213.60090arXiv0912.0131OpenAlexW2121848701MaRDI QIDQ3078343
Mladen Svetoslavov Savov, Jean Bertoin
Publication date: 18 February 2011
Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0912.0131
Lévy processestime reversalfluctuation theoryLamperti representationpositive self-similar Markov processesLévy processes conditioned to stay non-negative
Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Probabilistic potential theory (60J45) Self-similar stochastic processes (60G18) Convergence of probability measures (60B10)
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