Self-similar co-ascent processes and Palm calculus

DOI10.1016/J.SPA.2024.104378MaRDI QIDQ6570495FDOQ6570495

Authors: Christian Mönch 

Publication date: 10 July 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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zbMATH Keywords

first passage timesself-similar processesPalm measuresBrownian ascentstable Lévy subordinator

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Random measures (60G57) Stable stochastic processes (60G52) Self-similar stochastic processes (60G18)

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