Subordinators at First Passage and Renewal Measures
In this chapter, we look at subordinators. These are Lévy processes which have paths that are non-decreasing. In addition, we consider killed subordinators, that is, subordinators which are sent to a “cemetery state” at an independent time that is exponen
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Andreas E. Kyprianou
Fluctuations of Lévy Processes with Applications Introductory Lectures Second Edition
Andreas E. Kyprianou Department of Mathematical Sciences University of Bath Bath, UK
ISSN 0172-5939 ISSN 2191-6675 (electronic) Universitext ISBN 978-3-642-37631-3 ISBN 978-3-642-37632-0 (eBook) DOI 10.1007/978-3-642-37632-0 Springer Heidelberg New York Dordrecht London Library of Congress Control Number: 2013958153 Mathematics Subject Classification (2010): 60G50, 60G51, 60G52 © Springer-Verlag Berlin Heidelberg 2006, 2014 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are beli
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