4 papers
On the entrance at infinity of Feller processes with no negative jumps
Clément Foucart, Pei-Sen Li, Xiaowen Zhou
Consider a non-explosive positive Feller process with no negative jumps. It is shown in this note that when infinity is an entrance boundary, in the sense that the entrance times o…
Exponential ergodicity for general continuous-state nonlinear branching processes
Pei-Sen Li, Jian Wang
By using the coupling technique, we present sufficient conditions for the exponential ergodicity of general continuous-state nonlinear branching processes in both the -Wassers…
Time-changed spectrally positive Lévy processes starting from infinity
Clément Foucart, Pei-Sen Li, Xiaowen Zhou
Consider a spectrally positive Lévy process with log-Laplace exponent and a positive continuous function on . We investigate the entrance from of t…
Integral functionals for spectrally positive Levy processes
Pei-Sen Li, Xiaowen Zhou
We find necessary and sufficient conditions for almost sure finiteness of integral functionals of spectrally positive Lévy processes. Via Lamperti type transforms, these results ca…