Last exit times for transient semistable processes

DOI10.1016/j.anihpb.2004.09.003zbMath1086.60028OpenAlexW2036188210MaRDI QIDQ2567146

Ken-iti Sato, Toshiro Watanabe

Publication date: 29 September 2005

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2005__41_5_929_0

zbMATH Keywords

Lévy processstable process

Mathematics Subject Classification ID

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

Related Items (5)

Strong transience for one-dimensional Markov chains with asymptotically zero drifts ⋮ Tail behaviors of semi-stable distributions ⋮ Domains of operator semi-attraction of probability measures on Banach spaces ⋮ The Hausdorff dimension of operator semistable Lévy processes ⋮ Asymptotic estimates of multi-dimensional stable densities and their applications

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