Showing math.PRShow all
2 papers · 1 filter
math.PR2025
Stochastic integral representations for the Ray-Knight theorem of the Levy forest
Pei-Sen Li, Zenghu Li, Wenjing Zhang
We present a simple stochastic integral representation for the local times of the height process of a spectrally positive Levy process stopped at a hitting time. From the represent…
math.PR2024
Uniqueness Problem for the Backward Differential Equation of a Continuous-State Branching Process
Pei-Sen Li, Zenghu Li
The distributional properties of a multi-dimensional continuous-state branching process are determined by its cumulant semigroup, which is defined by the backward differential equa…