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2020 Generalized scale functions of standard processes with no positive jumps
Kei Noba
Electron. Commun. Probab. 25(none): 1-12 (2020). DOI: 10.1214/20-ECP289

Abstract

As a generalization of scale functions of spectrally negative Lévy processes, we define generalized scale functions of general standard processes with no positive jumps. For this purpose, we utilize the excursion theory. Using the generalized scale functions, we study Laplace transforms of hitting times, potential measures and duality.

Citation

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Kei Noba. "Generalized scale functions of standard processes with no positive jumps." Electron. Commun. Probab. 25 1 - 12, 2020. https://doi.org/10.1214/20-ECP289

Information

Received: 1 June 2018; Accepted: 17 January 2020; Published: 2020
First available in Project Euclid: 29 January 2020

zbMATH: 1445.60065
MathSciNet: MR4066301
Digital Object Identifier: 10.1214/20-ECP289

Subjects:
Primary: 60G51, 60J45, 60J99

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