On the First Exit Time of a Completely Asymmetric Stable Process from a Finite Interval

From MaRDI portal
Publication:4893653

DOI10.1112/blms/28.5.514zbMath0863.60068OpenAlexW2165253623MaRDI QIDQ4893653

Jean Bertoin

Publication date: 10 June 1997

Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/blms/28.5.514



Related Items

Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes, Uniform control of local times of spectrally positive stable processes, First passage time moments of asymmetric Lévy flights, Exponential ergodicity for population dynamics driven by \(\alpha\)-stable processes, Law of two-sided exit by a spectrally positive strictly stable process, On q-scale functions of spectrally negative Lévy processes, Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications, Small time Chung-type LIL for Lévy processes, Finite difference methods for the generator of 1D asymmetric alpha-stable Lévy motions, The two-barrier escape problem for compound renewal processes with two-sided jumps, Occupation densities in solving exit problems for Markov additive processes and their reflections, Multifractal spectra and precise rates of decay in homogeneous fragmentations, Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options, An optimal dividends problem with transaction costs for spectrally negative Lévy processes, Escape from bounded domains driven by multivariateα-stable noises, On the solution of two-sided fractional ordinary differential equations of Caputo type, Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon, On the optimal dividend problem for a spectrally negative Lévy process, Some fluctuation identities for Lévy processes with jumps of the same sign, Small ball probabilities for stable convolutions, Small ball estimates in \(p\)-variation for stable processes, Chung's law for homogeneous Brownian functionals, Mittag-Leffler functions and stable Lévy processes without negative jumps, Lamperti-type laws, Diffusions on a space of interval partitions: Poisson-Dirichlet stationary distributions, Evaluating Scale Functions of Spectrally Negative Lévy Processes, Lévy Processes with Two-Sided Reflection, A transformation for spectrally negative Lévy processes and applications, Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion, On doubly reflected completely asymmetric Lévy processes., On the Harmonic Measure of Stable Processes