{"title":"On the area between a Lévy process with secondary jump inputs and its reflected version","authors":"Offer Kella, Michel Mandjes","doi":"10.1080/15326349.2024.2393573","DOIUrl":null,"url":null,"abstract":"We study the stochastic properties of the area under some function of the difference between (i) a spectrally positive Lévy process Wtx that jumps to a level x > 0 whenever it hits zero and (ii) it...","PeriodicalId":21970,"journal":{"name":"Stochastic Models","volume":null,"pages":null},"PeriodicalIF":0.5000,"publicationDate":"2024-09-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Models","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/15326349.2024.2393573","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
We study the stochastic properties of the area under some function of the difference between (i) a spectrally positive Lévy process Wtx that jumps to a level x > 0 whenever it hits zero and (ii) it...
期刊介绍：
Stochastic Models publishes papers discussing the theory and applications of probability as they arise in the modeling of phenomena in the natural sciences, social sciences and technology. It presents novel contributions to mathematical theory, using structural, analytical, algorithmic or experimental approaches. In an interdisciplinary context, it discusses practical applications of stochastic models to diverse areas such as biology, computer science, telecommunications modeling, inventories and dams, reliability, storage, queueing theory, mathematical finance and operations research.
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