论文标题
第一次通过时时间变化的莱维过程的完全单调性
Complete monotonicity of time-changed Lévy processes at first passage
论文作者
论文摘要
我们认为（可能被杀死的）类别的levy过程（可能被杀死的）类别因整体功能的倒数而变化。在此类中，我们表征满足以下属性的过程的家庭：作为问题的函数，其首次计时时间向下的拉普拉斯变换完全是单调的。这个家庭的广泛（从某种意义上说）宽阔的亚科承认了所述拉普拉斯变换的封闭式表达式。
We consider the class of (possibly killed) spectrally positive Lévy process that have been time-changed by the inverse of an integral functional. Within this class we characterize the family of those processes which satisfy the following property: as functions of point of issue, the Laplace transforms of their first-passage times downwards are completely monotone. A wide (dense, in a sense) subfamily of this family admits closed form expressions for said Laplace transforms.
