Stable Processes With Drift on the Line

DOI10.2307/2001430MaRDI QIDQ4730569zbMATH OpenOpenAlexFDO

Authors Sidney C. Port

Publication date 1989

Full work available at URL https://doi.org/10.2307/2001430

zbMATH Keywords

stable processesCauchy processeslimit theorems for occupation timesExplicit asymptotics for the potential kernel

Mathematics Subject Classification ID

Markov processes (60J99) Probabilistic potential theory (60J45)

Recommendations

• Integral equations in the theory of stable processes
• Small gaps in the range of stable processes
• Stable process with singular drift
• Long-time behavior of stable-like processes
• Cramér's estimate for stable processes with power drift

Cites work

• scientific article; zbMATH DE number 3181535 (Why is no real title available?)
• scientific article; zbMATH DE number 3484987 (Why is no real title available?)
• scientific article; zbMATH DE number 3238248 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• Infinitely divisible processes and their potential theory. I
• Local times for Markov processes
• Occupation Time and the Lebesgue Measure of the Range for a Levy Process
• The Asymmetric Cauchy Processes on the Line
• The behavior of asymmetric Cauchy processes for large time

Cited in

(9)

• First-passage statistics for Lévy flights with a drift
• Stable process with singular drift
• Some local asymptotic laws for the Cauchy process on the line
• On the infimum attained by a reflected Lévy process
• Small gaps in the range of stable processes
• A TANDEM QUEUE WITH LÉVY INPUT: A NEW REPRESENTATION OF THE DOWNSTREAM QUEUE LENGTH
• Asymptotic estimates of multi-dimensional stable densities and their applications
• Asymptotics of hybrid fluid queues with Lévy input
• Transient Asymptotics of Lévy-Driven Queues

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