Fluctuation Theory for Lévy Processes

@inproceedings{Doney2007FluctuationTF,
  title={Fluctuation Theory for L{\'e}vy Processes},
  author={Ronald A. Doney},
  year={2007}
}
Recently there has been renewed interest in fluctuation theory for Levy processes. Inthis brief survey we describe several aspects of this topic, including Wiener-Hopf factorisation,the ladder processes, Spitzer’s condition, the asymptotic behaviour of Levy processes at zero and infinity, and other path properties. Some open problems are also presented. 
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182 Citations
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References

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