Joint distribution of first-passage time and first-passage area of certain Lévy processes

DOI10.1007/s11009-018-9677-5zbMath1437.60027MaRDI QIDQ2176370

Sara Furia, Mario Abundo

Publication date: 4 May 2020

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-018-9677-5

zbMATH Keywords

Lévy process; jump-diffusion; first-passage time; first-passage area

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60J60: Diffusion processes

Related Items

First-passage Brownian functionals with stochastic resetting, Asymptotic results for certain first-passage times and areas of renewal processes, The first-passage area of Wiener process with stochastic resetting

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