Extinction Time of Non-Markovian Self-Similar Processes, Persistence, Annihilation of Jumps and the Fréchet Distribution

Author:

Loeffen R.,Patie P.ORCID,Savov M.

Publisher

Springer Science and Business Media LLC

Subject

Mathematical Physics,Statistical and Nonlinear Physics

Reference32 articles.

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3. Bertoin, J.: Lévy Processes. Cambridge University Press, Cambridge (1996)

4. Bertoin, J., Lindner, A., Maller, R.: On continuity properties of the law of integrals of Lévy processes. Sémin. Probab. XLI Lect. Notes Math. 1934, 137–159 (2008)

5. Bertoin, J., Yor, M.: The entrance laws of self-similar Markov processes and exponential functionals of Lévy processes. Potential Anal. 17(4), 389–400 (2002)

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