Right inverses of Levy processes: the excursion measure in the general case
نویسندگان
چکیده
منابع مشابه
Right Inverses of Lévy Processes: the Excursion Mea- Sure in the General Case
Abstract This article is about right inverses of Lévy processes as first introduced by Evans in the symmetric case and later studied systematically by the present authors and their co-authors. Here we add to the existing fluctuation theory an explicit description of the excursion measure away from the (minimal) right inverse. This description unifies known formulas in the case of a positive Gau...
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2010
ISSN: 1083-589X
DOI: 10.1214/ecp.v15-1590