{
  "id": "1010.3819",
  "version": "v1",
  "published": "2010-10-19T07:26:28.000Z",
  "updated": "2010-10-19T07:26:28.000Z",
  "title": "A transformation for Lévy processes with one-sided jumps and applications",
  "authors": [
    "Marie Chazal",
    "Andreas E. Kyprianou",
    "Pierre Patie"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "The aim of this work is to extend and study a family of transformations between Laplace exponents of L\\'evy processes which have been introduced recently in a variety of different contexts by Patie, Kyprianou and Patie, and, Gnedin, as well as in older work of Urbanik . We show how some specific instances of this mapping prove to be useful for a variety of applications.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2010-10-19T07:26:28.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G51",
      "60G18",
      "33C20"
    ],
    "keywords": [
      "lévy processes",
      "one-sided jumps",
      "transformation",
      "applications",
      "laplace exponents"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1010.3819C"
    }
  }
}