More on hypergeometric Lévy processes

Emma Horton, Andreas Kyprianou

Research output: Contribution to journalArticlepeer-review


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 languageEnglish
Pages (from-to)153-158
Number of pages6
JournalAdvances in Applied Probability
Issue numberA
Early online date25 Jul 2016
Publication statusPublished - 31 Jul 2016


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