A Distributional Equality for Suprema of Spectrally Positive Lévy Processes

Ivana Geček Tuđen () and Zoran Vondraček ()
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Ivana Geček Tuđen: University of Zagreb
Zoran Vondraček: University of Zagreb

Journal of Theoretical Probability, 2016, vol. 29, issue 3, 826-842

Abstract: Abstract Let $$Y$$ Y be a spectrally positive Lévy process with $${\mathbb {E}}Y_1\!

Keywords: Spectrally positive Lévy process; Subordinator; Supremum; Distributional equality; Primary 60G51; Secondary 60J75 (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1007/s10959-014-0593-5

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