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This note provides a factorization of a L\'evy pocess over a phase-type horizon $\tau$ given the phase at the supremum, thereby extending the Wiener-Hopf factorization for $\tau$ exponential. One of the factors is defined using time…

Probability · Mathematics 2018-08-14 Søren Asmussen , Jevgenijs Ivanovs

In this paper, we compute the Laplace transform of occupation times (of the negative half-line) of spectrally negative L\'evy processes. Our results are extensions of known results for standard Brownian motion and jump-diffusion processes.…

Probability · Mathematics 2011-05-05 David Landriault , Jean-François Renaud , Xiaowen Zhou

A new type of combinations of Bernstein operators is given in [1]. Here, we introduce another one, which can be used to approximate the functions with singularities. The direct and inverse results of the weighted approximation of this new…

Functional Analysis · Mathematics 2011-06-28 Wen-ming Lu , Lin Zhang

In the L\'evy construction of Brownian motion, a Haar-derived basis of functions is used to form a finite-dimensional process $W^{N}$ and to define the Wiener process as the almost sure path-wise limit of $W^{N}$ when $N$ tends to infinity.…

Probability · Mathematics 2008-06-10 Thibaud Taillefumier

In this article we introduce a theory of integration for deterministic, operator-valued integrands with respect to cylindrical L\'evy processes in separable Banach spaces. Here, a cylindrical L\'evy process is understood in the classical…

Probability · Mathematics 2014-05-29 Markus Riedle

We develop a general construction for nonlinear L\'evy processes with given characteristics. More precisely, given a set $\Theta$ of L\'evy triplets, we construct a sublinear expectation on Skorohod space under which the canonical process…

Probability · Mathematics 2015-01-13 Ariel Neufeld , Marcel Nutz

We develop an approach to Malliavin calculus for L\'evy processes from the perspective of expressing a random variable $Y$ by a functional $F$ mapping from the Skorohod space of c\`adl\`ag functions to $\mathbb{R}$, such that $Y=F(X)$ where…

Probability · Mathematics 2014-10-31 Alexander Steinicke

The Wiener--Hopf factorisation of a L\'evy or Markov additive process describes the way that it attains new maxima and minima in terms of a pair of so-called ladder height processes. Vigon's theory of friendship for L\'evy processes…

Probability · Mathematics 2024-10-15 Leif Döring , Lukas Trottner , Alexander R. Watson

The infinitesimal generators of L\'evy processes in Euclidean space are pseudo-differential operators with symbols given by the L\'evy-Khintchine formula. This classical analysis relies heavily on Fourier analysis which in the case when the…

Probability · Mathematics 2012-07-04 Maria Gordina , John Haga

The aim of this note is to give a straightforward proof of a general version of the Ciesielski-Taylor identity for positive self-similar Markov processes of the spectrally negative type which umbrellas all previously known Ciesielski-Taylor…

Probability · Mathematics 2010-12-15 A. E. Kyprianou , P. Patie

A level-dependent L\'evy process solves the stochastic differential equation $dU(t) = dX(t)-{\phi}(U(t)) dt$, where $X$ is a spectrally negative L\'evy process. A special case is a multi-refracted L\'evy process with…

Probability · Mathematics 2019-03-07 Irmina Czarna , José-Luis Pérez , Tomasz Rolski , Kazutoshi Yamazaki

This paper considers the valuation of exotic path-dependent options in L\'evy models, in particular options on the supremum and the infimum of the asset price process. Using the Wiener--Hopf factorization, we derive expressions for the…

Pricing of Securities · Quantitative Finance 2011-05-03 Ernst Eberlein , Kathrin Glau , Antonis Papapantoleon

We develop a scale-invariant truncated L\'evy (STL) process to describe physical systems characterized by correlated stochastic variables. The STL process exhibits L\'evy stability for the probability density, and hence shows scaling…

Statistical Mechanics · Physics 2009-10-31 Boris Podobnik , Plamen Ch. Ivanov , Youngki Lee , H. Eugene Stanley

We investigate the concept of cylindrical Wiener process subordinated to a strictly $\alpha$-stable L\'evy process, with $\alpha\in\left(0,1\right)$, in an infinite dimensional, separable Hilbert space, and consider the related stochastic…

Probability · Mathematics 2021-01-19 Alessandro Bondi

For a spectrally negative L\'evy process $X$, we study the following distribution: $$ \mathbb{E}_x \left[ \mathrm{e}^{- q \int_0^t \mathbf{1}_{(a,b)} (X_s) \mathrm{d}s } ; X_t \in \mathrm{d}y \right], $$ where $-\infty \leq a < b < \infty$,…

Probability · Mathematics 2014-06-13 Hélène Guérin , Jean-François Renaud

The concept of a L\'evy subordinator is generalized to a family of non-decreasing stochastic processes, which are parameterized in terms of two Bernstein functions. Whereas the independent increments property is only maintained in the…

Probability · Mathematics 2019-09-10 Jan-Frederik Mai , Matthias Scherer

First passage problems for spectrally negative L\'evy processes with possible absorbtion or/and reflection at boundaries have been widely applied in mathematical finance, risk, queueing, and inventory/storage theory. Historically, such…

Probability · Mathematics 2019-11-15 Florin Avram , Danijel Grahovac , Ceren Vardar-Acar

By using the existing sharp estimates of density function for rotationally invariant symmetric $\alpha$-stable L\'{e}vy processes and rotationally invariant symmetric truncated $\alpha$-stable L\'{e}vy processes, we obtain that Harnack…

Probability · Mathematics 2011-05-17 Jian Wang

We define an almost periodic extension of the Wiener algebras in the quaternionic setting and prove a Wiener-Levy type theorem for it, as well as extending the theorem to the matrix-valued case. We prove a Wiener-Hopf factorization theorem…

Complex Variables · Mathematics 2016-12-23 Yonatan Shelah

The index Whittaker convolution operator, recently introduced by the authors, gives rise to a convolution measure algebra having the property that the convolution of probability measures is a probability measure. In this paper, we introduce…

Probability · Mathematics 2018-05-09 Rúben Sousa , Manuel Guerra , Semyon Yakubovich