scientific article

zbMath1113.60050MaRDI QIDQ3412812

Andreas E. Kyprianou

Publication date: 2 January 2007

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

first passage problemreflected Lévy processesstrictly stable processesovershoot distribution

Mathematics Subject Classification ID

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

Related Items (8)

Curve crossing for random walks reflected at their maximum ⋮ REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL ⋮ Potentials of Stable Processes ⋮ On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion ⋮ Reflecting a Langevin process at an absorbing boundary ⋮ Lévy Processes with Two-Sided Reflection ⋮ Renewal theorems and stability for the reflected process ⋮ Fluctuations of Lévy processes and scattering theory

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