The law of the hitting times to points by a stable Lévy process with no negative jumps (Q1038929)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The law of the hitting times to points by a stable Lévy process with no negative jumps |
scientific article |
Statements
The law of the hitting times to points by a stable Lévy process with no negative jumps (English)
0 references
20 November 2009
0 references
stable Lévy process with no negative jumps
0 references
spectrally positive
0 references
first hitting time to a point
0 references
first passage time over a point
0 references
supremum process
0 references
a chapman-Kolmogorov equation of Volterra type
0 references
Laplace transform
0 references
the Wiener-Hopf factorisation
0 references