Unimodality of Hitting Times for Stable Processes

DOI10.1007/978-3-319-11970-0_13zbMath1390.60175arXiv1309.5321OpenAlexW1899402742MaRDI QIDQ4568493

Julien Letemplier, Thomas Simon

Publication date: 21 June 2018

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.5321

zbMATH Keywords

hitting timeunimodalitystable Lévy processself-decomposabilitysize-biasKanter random variable

Mathematics Subject Classification ID

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

Related Items (4)

A proof of Bondesson's conjecture on stable densities ⋮ On some Markov processes related to a symmetric α-stable process ⋮ On the law of homogeneous stable functionals ⋮ Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin

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• Hitting time distributions of single points for 1-dimensional generalized diffusion processes
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