Scale functions of space-time changed processes with no positive jumps

DOI10.1214/25-ECP705MaRDI QIDQ6930144zbMATH OpenFDO

Authors K. Noba

Publication date 16 September 2025

Published in Electronic Communications in Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-communications-in-probability/volume-30/issue-none/Scale-functions-of-space-time-changed-processes-with-no-positive/10.1214/25-ECP705.full

zbMATH Keywords

excursion theoryLamperti transformationscale functionspectrally negative Lévy processstandard processVolterra integral equations

Mathematics Subject Classification ID

Volterra integral equations (45D05) Self-similar stochastic processes (60G18) Processes with independent increments; Lévy processes (60G51) Markov processes (60J99)

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