The hitting time of zero for a stable process (Q2448518): Difference between revisions

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Revision as of 07:58, 12 February 2024

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The hitting time of zero for a stable process
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    The hitting time of zero for a stable process (English)
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    2 May 2014
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    Lévy processes
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    stable processes
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    hitting times
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    positive self-similar Markov processes
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    Lamperti representation
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    real self-similar Markov processes
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    Lamperti-Kiu representation
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    generalised Lamperti representation
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    exponential functional
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    conditioning to avoid zero
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