Wiener-Hopf Factorization of Diffusions and Lévy Processes
From MaRDI portal
Integration, integrals of Cauchy type, integral representations of analytic functions in the complex plane (30E20) Infinitely divisible distributions; stable distributions (60E07) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Brownian motion (60J65) Markov processes (60J99)
Cited in
(15)- Spectral analysis of stable processes on the positive half-line
- Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin
- Approximating Lévy processes with completely monotone jumps
- Fluctuation theory for Lévy processes with completely monotone jumps
- Harmonic extension technique for non-symmetric operators with completely monotone kernels
- Boundary traces of shift-invariant diffusions in half-plane
- New families of subordinators with explicit transition probability semigroup
- Meromorphic Lévy processes and their fluctuation identities
- On the complete monotonicity of the compound geometric convolution with applications in risk theory
- Double hypergeometric Lévy processes and self-similarity
- A new class of bell-shaped functions
- The two-barrier escape problem for compound renewal processes with two-sided jumps
- On optimality of the barrier strategy for a general Lévy risk process
- Suprema of Lévy processes with completely monotone jumps: spectral-theoretic approach
- Hitting law asymptotics for a fluctuating Brownian functional
This page was built for publication: Wiener-Hopf Factorization of Diffusions and Lévy Processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3036418)
