Moments of last exit times for Lévy processes
Ken-Iti Sato, Toshiro Watanabe (2004)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Ken-Iti Sato, Toshiro Watanabe (2004)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Ken-Iti Sato, Toshiro Watanabe (2005)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Nicolas Privault, Jean-Claude Zambrini (2004)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
A. E. Kyprianou, P. Patie (2011)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
The aim of this note is to give a straightforward proof of a general version of the Ciesielski–Taylor identity for positive self-similar Markov processes of the spectrally negative type which umbrellas all previously known Ciesielski–Taylor identities within the latter class. The approach makes use of three fundamental features. Firstly, a new transformation which maps a subset of the family of Laplace exponents of spectrally negative Lévy processes into itself. Secondly, some classical...
Anthony G. Pakes (1996)
Annales de la Faculté des sciences de Toulouse : Mathématiques
Similarity:
René L. Schilling, Jian Wang (2011)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
We give necessary and sufficient conditions guaranteeing that the coupling for Lévy processes (with non-degenerate jump part) is successful. Our method relies on explicit formulae for the transition semigroup of a compound Poisson process and earlier results by Mineka and Lindvall–Rogers on couplings of random walks. In particular, we obtain that a Lévy process admits a successful coupling, if it is a strong Feller process or if the Lévy (jump) measure has an absolutely continuous component. ...