First passage of reflected strictly stable processes

MaRDI QIDQ3412812zbMATH OpenFDO

Authors A. E. Kyprianou

Publication date 2 January 2007

zbMATH Keywords

first passage problemovershoot distributionreflected Lévy processesstrictly stable processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52)

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Cited in

(11)

• Renewal theorems and stability for the reflected process
• Law of the first passage triple of a spectrally positive strictly stable process
• Curve crossing for random walks reflected at their maximum
• Reflecting a Langevin process at an absorbing boundary
• Lévy processes with two-sided reflection
• The first passage time of a stable process conditioned to not overshoot
• Fluctuations of Lévy processes and scattering theory
• Refraction-reflection strategies in the dual model
• Potentials of stable processes
• scientific article; zbMATH DE number 6795362 (Why is no real title available?)
• On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion

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