Some excursion calculations for reflected Lévy processes

zbMATH Open1172.60317MaRDI QIDQ3397638FDOQ3397638

Authors: Erik J. Baurdoux 

Publication date: 22 September 2009

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• scientific article; zbMATH DE number 2051030

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)

Cited In (11)

• Potentials of stable processes
• Title not available (Why is that?)
• 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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