The law of the supremum of a stable Lévy process with no negative jumps (Q948745)
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scientific article
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| English | The law of the supremum of a stable Lévy process with no negative jumps |
scientific article |
Statements
The law of the supremum of a stable Lévy process with no negative jumps (English)
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20 October 2008
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stable Lévy process with no negative jumps
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spectrally positive
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running supremum process
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first hitting time
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first entry time
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weakly singular Volterra integral equation
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polar kernel
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Riemann-Liouville fractional differential equation
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Abel equation
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Wiener-Hopf factorization
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0.8564680218696594
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0.8292771577835083
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0.8200867176055908
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0.811927080154419
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0.8106551170349121
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