The area of a spectrally positive stable process stopped at zero

zbMath1410.60047arXiv1410.0036MaRDI QIDQ4581300

Julien Letemplier, Thomas Simon

Publication date: 16 August 2018

Full work available at URL: https://arxiv.org/abs/1410.0036

zbMATH Keywords

hitting timeintegrated processtail asymptoticsstable Lévy process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52)

Related Items

On Barnes beta distributions and applications to the maximum distribution of the 2D Gaussian free field, On the law of homogeneous stable functionals, The area of a spectrally positive stable process stopped at zero, The area under a spectrally positive stable excursion and other related processes, A review of conjectured laws of total mass of Bacry–Muzy GMC measures on the interval and circle and their applications

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