Projects per year
Abstract
Kuznetsov and co-authors in 2011‒14 introduced the family of hypergeometric Lévy processes. They appear naturally in the study of fluctuations of stable processes when one analyses stable processes through the theory of positive self-similar Markov processes. Hypergeometric Lévy processes are defined through their characteristic exponent, which, as a complex-valued function, has four independent parameters. In 2014 it was shown that the definition of a hypergeometric Lévy process could be taken to include a greater range of the aforesaid parameters than originally specified. In this short article, we push the parameter range even further.
Original language | English |
---|---|
Pages (from-to) | 153-158 |
Number of pages | 6 |
Journal | Advances in Applied Probability |
Volume | 48 |
Issue number | A |
Early online date | 25 Jul 2016 |
DOIs | |
Publication status | Published - 31 Jul 2016 |
Fingerprint
Dive into the research topics of 'More on hypergeometric Lévy processes'. Together they form a unique fingerprint.Projects
- 1 Finished
-
Real-Valued Self-Similar Markov Processes and their Applications
Engineering and Physical Sciences Research Council
2/06/14 → 1/10/17
Project: Research council