Local Times for Spectrally Negative Lévy Processes

Potential Analysis ◽

10.1007/s11118-018-09756-6 ◽

2019 ◽

Vol 52 (4) ◽

pp. 689-711

Author(s):

Bo Li ◽

Xiaowen Zhou

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Local Times ◽

Spectrally Negative Lévy Processes

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Gaussian Processes and Local Times of Symmetric Lévy Processes

Lévy Processes ◽

10.1007/978-1-4612-0197-7_4 ◽

2001 ◽

pp. 67-88 ◽

Author(s):

Michael B. Marcus ◽

Jay Rosen

Keyword(s):

Gaussian Processes ◽

Lévy Processes ◽

Levy Processes ◽

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Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes

Seminar on Stochastic Analysis, Random Fields and Applications VI ◽

10.1007/978-3-0348-0021-1_8 ◽

2011 ◽

pp. 119-145 ◽

Author(s):

F. Hubalek ◽

E. Kyprianou

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Scale Functions ◽

Spectrally Negative Lévy Processes

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Cauchy's Principal Value of Local Times of Lévy Processes with no Negative Jumps via Continuous Branching Processes

Electronic Journal of Probability ◽

10.1214/ejp.v2-20 ◽

1997 ◽

Vol 2 (0) ◽

Author(s):

Jean Bertoin

Keyword(s):

Lévy Processes ◽

Branching Processes ◽

Levy Processes ◽

Local Times ◽

Principal Value

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Moderate deviations and laws of the iterated logarithm for the local times of additive Lévy processes and additive random walks

The Annals of Probability ◽

10.1214/009117906000000520 ◽

2007 ◽

Vol 35 (3) ◽

pp. 954-1006 ◽

Author(s):

Xia Chen

Keyword(s):

Random Walks ◽

Lévy Processes ◽

Levy Processes ◽

Moderate Deviations ◽

Local Times ◽

Iterated Logarithm ◽

Additive Lévy Processes

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A Potential-theoretical Review of some Exit Problems of Spectrally Negative Lévy Processes

Lecture Notes in Mathematics - Séminaire de Probabilités XXXVIII ◽

10.1007/978-3-540-31449-3_4 ◽

2004 ◽

pp. 30-41 ◽

Author(s):

Martijn R. Pistorius

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Exit Problems ◽

Spectrally Negative Lévy Processes

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On the refracted–reflected spectrally negative Lévy processes

Stochastic Processes and their Applications ◽

10.1016/j.spa.2017.03.024 ◽

2018 ◽

Vol 128 (1) ◽

pp. 306-331 ◽

Author(s):

José-Luis Pérez ◽

Kazutoshi Yamazaki

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Spectrally Negative Lévy Processes

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On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes

The Annals of Applied Probability ◽

10.1214/07-aap504 ◽

2008 ◽

Vol 18 (5) ◽

pp. 1669-1680 ◽

Author(s):

R. L. Loeffen

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Barrier Strategy ◽

Spectrally Negative Lévy Processes

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The Theory of Scale Functions for Spectrally Negative Lévy Processes

Lévy Matters II - Lecture Notes in Mathematics ◽

10.1007/978-3-642-31407-0_2 ◽

2012 ◽

pp. 97-186 ◽

Author(s):

Alexey Kuznetsov ◽

Andreas E. Kyprianou ◽

Victor Rivero

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Scale Functions ◽

Spectrally Negative Lévy Processes

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Invariance principles for local times at the maximum of random walks and Lévy processes

The Annals of Probability ◽

10.1214/09-aop512 ◽

2010 ◽

Vol 38 (4) ◽

pp. 1368-1389 ◽

Author(s):

L. Chaumont ◽

R. A. Doney

Keyword(s):

Random Walks ◽

Lévy Processes ◽

Levy Processes ◽

Local Times ◽

Invariance Principles

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On taxed spectrally negative Lévy processes with draw-down stopping

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2017.06.005 ◽

2017 ◽

Vol 76 ◽

pp. 69-74 ◽

Author(s):

Florin Avram ◽

Nhat Linh Vu ◽

Xiaowen Zhou

Keyword(s):

Lévy Processes ◽

Levy Processes ◽

Spectrally Negative Lévy Processes

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