Some excursion calculations for reflected Lévy processes

MaRDI QIDQ3397638zbMATH OpenFDO

Authors Erik J. Baurdoux

Publication date 22 September 2009

zbMATH Keywords

excursion theoryreflected Lévy processesresolvent densitysymmetric stable processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Transition functions, generators and resolvents (60J35)

Recommendations

• Séminaire de Probabilités XXXVIII
• The entrance law of the excursion measure of the reflected process for some classes of Lévy processes
• On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
• On the refracted-reflected spectrally negative Lévy processes
• scientific article; zbMATH DE number 2051030

Cited in

(12)

• Cramér's estimate for the reflected process revisited
• The entrance law of the excursion measure of the reflected process for some classes of Lévy processes
• Heavy traffic limit for the workload plateau process in a tandem queue with identical service times
• Factorization identities for reflected processes, with applications
• Meromorphic Lévy processes and their fluctuation identities
• scientific article; zbMATH DE number 2051030 (Why is no real title available?)
• On the drawdown of completely asymmetric Lévy processes
• Potentials of stable processes
• Séminaire de Probabilités XXXVIII
• A unified approach for drawdown (drawup) of time-homogeneous Markov processes
• A Lévy Process Reflected at a Poisson Age Process
• Fluctuations of omega-killed level-dependent spectrally negative Lévy processes

This page was built for publication: Some excursion calculations for reflected Lévy processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3397638)