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

scale functionVolterra integral equationsstandard processexcursion theoryLamperti transformationspectrally negative Lévy process

Mathematics Subject Classification ID

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

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