Abstract
We give an introductory review of Lévy processes and their properties with emphasis on subordinators and spectrally positive Lévy processes. The \(\alpha \)-potentials of these processes are given. Results on the times of first exit of such processes are discussed. Several examples of such processes are given.
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References
Takács L (1968) On dams with finite capacity. J Aust Math Soc 8:161–170
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Further Reading
Bernyk V, Danlang RC, Beskir G (2008) The law of the supremum of a stable Lévy process with no negative jump. Ann Probab 36:1777–1789
Feller W (1971) An Introduction to Probability Theory and its Applications, vol 2. Wiley, New York
Takács L (1967) Combinatorial methods in the theory of stochastic processes. Wiley, New York
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Abdel-Hameed, M. (2014). Lévy Processes and Their Characteristics. In: Lévy Processes and Their Applications in Reliability and Storage. SpringerBriefs in Statistics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-40075-9_1
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DOI: https://doi.org/10.1007/978-3-642-40075-9_1
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