Survival and maximum of spectrally negative branching Lévy processes with absorption

Christophe Profeta

doi:10.1214/24-ecp627

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Survival and maximum of spectrally negative branching Lévy processes with absorption

Christophe Profeta

Year: 2024 Journal: Electronic Communications in Probability Vol: 29 (none) Publisher: Institute of Mathematical Statistics

DOI: 10.1214/24-ecp627

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Keywords:

Mathematics Branching (polymer chemistry) Lévy process Absorption (acoustics) Statistical physics Econometrics Statistics Optics Materials science Physics Composite material

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Stochastic processes and statistical mechanics

Physical Sciences → Mathematics → Mathematical Physics

Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Probability and Risk Models

Social Sciences → Decision Sciences → Management Science and Operations Research

Survival and maximum of spectrally negative branching Lévy processes with absorption

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