IDEAS home Printed from https://ideas.repec.org/a/spr/jotpro/v36y2023i1d10.1007_s10959-022-01176-y.html
   My bibliography  Save this article

Integral Functionals for Spectrally Positive Lévy Processes

Author

Listed:
  • Pei-Sen Li

    (Beijing Institute of Technology)

  • Xiaowen Zhou

    (Concordia University)

Abstract

We find necessary and sufficient conditions for almost sure finiteness of integral functionals of spectrally positive Lévy processes under conditional probabilities. Via Lamperti-type transforms, these results can be applied to obtain new integral tests on extinction and explosion behaviors for a class of continuous-state nonlinear branching processes.

Suggested Citation

  • Pei-Sen Li & Xiaowen Zhou, 2023. "Integral Functionals for Spectrally Positive Lévy Processes," Journal of Theoretical Probability, Springer, vol. 36(1), pages 297-314, March.
    • Handle: RePEc:spr:jotpro:v:36:y:2023:i:1:d:10.1007_s10959-022-01176-y
    DOI: 10.1007/s10959-022-01176-y
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10959-022-01176-y
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10959-022-01176-y?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Li, Pei-Sen, 2019. "A continuous-state polynomial branching process," Stochastic Processes and their Applications, Elsevier, vol. 129(8), pages 2941-2967.
    2. J. C. Pardo, 2009. "The Upper Envelope of Positive Self-Similar Markov Processes," Journal of Theoretical Probability, Springer, vol. 22(2), pages 514-542, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Le, V., 2022. "On the extinction of continuous state branching processes with competition," Statistics & Probability Letters, Elsevier, vol. 185(C).
    2. Grégoire Véchambre, 2023. "Almost Sure Behavior for the Local Time of a Diffusion in a Spectrally Negative Lévy Environment," Journal of Theoretical Probability, Springer, vol. 36(2), pages 876-925, June.
    3. Vidmar, Matija, 2023. "Complete monotonicity of time-changed Lévy processes at first passage," Statistics & Probability Letters, Elsevier, vol. 193(C).
    4. Foucart, Clément & Li, Pei-Sen & Zhou, Xiaowen, 2020. "On the entrance at infinity of Feller processes with no negative jumps," Statistics & Probability Letters, Elsevier, vol. 165(C).
    5. Ren, Yan-Xia & Xiong, Jie & Yang, Xu & Zhou, Xiaowen, 2022. "On the extinction-extinguishing dichotomy for a stochastic Lotka–Volterra type population dynamical system," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 50-90.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jotpro:v:36:y:2023:i:1:d:10.1007_s10959-022-01176-y. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.