Fluctuation theory for spectrally positive additive Lévy fields
type: Item
instance of: scholarly article
title: Fluctuation theory for spectrally positive additive Lévy fields
zbMATH Open document ID: 1477.60072
DOI: 10.1214/20-EJP547
author: Marine Marolleau
author: Loïc Chaumont
published in: Electronic Journal of Probability
publication date: 2021-07-21T00:00:00Z
full work available at URL: https://arxiv.org/abs/1912.10474
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 7373335
zbMATH Keywords: additive Lévy field
zbMATH Keywords: fluctuation theory
zbMATH Keywords: Kemperman's formula
zbMATH Keywords: multivariate first hitting time
MaRDI profile type: MaRDI publication profile
arXiv ID: 1912.10474
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OpenAlex ID: W2994698584
description: scientific article