Fluctuation theory for Lévy processes. Ecole d'Eté de probabilités de Saint-Flour XXXV -- 2005.
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Publication:879732
DOI10.1007/978-3-540-48511-7zbMATH Open1128.60036OpenAlexW4206817348MaRDI QIDQ879732FDOQ879732
Authors: Ronald A. Doney 
Publication date: 9 May 2007
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-540-48511-7
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Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Sums of independent random variables; random walks (60G50) Markov renewal processes, semi-Markov processes (60K15) Local time and additive functionals (60J55)
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