Some excursion calculations for reflected Lévy processes

MaRDI QIDQ3397638zbMATH OpenFDO

Authors Erik J. Baurdoux

Publication date 22 September 2009

zbMATH Keywords

symmetric stable processesexcursion theoryresolvent densityreflected Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Transition functions, generators and resolvents (60J35)

Recommendations

• Séminaire de Probabilités XXXVIII
• The entrance law of the excursion measure of the reflected process for some classes of Lévy processes
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• scientific article; zbMATH DE number 2051030

Cited in

(11)

• Potentials of stable processes
• scientific article; zbMATH DE number 2051030 (Why is no real title available?)
• The entrance law of the excursion measure of the reflected process for some classes of Lévy processes
• Séminaire de Probabilités XXXVIII
• A Lévy Process Reflected at a Poisson Age Process
• Cramér's estimate for the reflected process revisited
• Meromorphic Lévy processes and their fluctuation identities
• On the drawdown of completely asymmetric Lévy processes
• Factorization identities for reflected processes, with applications
• Heavy traffic limit for the workload plateau process in a tandem queue with identical service times
• A unified approach for drawdown (drawup) of time-homogeneous Markov processes

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