A new approach to fluctuations of reflected L\'{e}vy processes
classification
🧮 math.PR
keywords
approachprocessesreflectedcalculuseasyexcursionfluctuationfluctuations
read the original abstract
We present a new approach to fluctuation identities for reflected L\'{e}vy processes with one-sided jumps. This approach is based on a number of easy to understand observations and does not involve excursion theory or It\^{o} calculus. It also leads to more general results.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.