Persistence of integrated stable processes
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Publication:495550
DOI10.1007/s00440-014-0577-5zbMath1375.60090arXiv1403.1064OpenAlexW2149846146MaRDI QIDQ495550
Christophe Profeta, Thomas Simon
Publication date: 14 September 2015
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.1064
Mellin transformpersistenceintegrated processstable Lévy processlower tail probabilityhalf-Cauchy distributionhitting place
Stable stochastic processes (60G52) Boundary theory for Markov processes (60J50) Limit theorems in probability theory (60F99)
Related Items (8)
Cramér's estimate for stable processes with power drift ⋮ Persistence and exit times for some additive functionals of skew Bessel processes ⋮ Stochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting) ⋮ Persistence exponents for Gaussian random fields of fractional Brownian motion type ⋮ A stable Langevin model with diffusive-reflective boundary conditions ⋮ The area of a spectrally positive stable process stopped at zero ⋮ Persistence Probabilities and Exponents ⋮ Record statistics of integrated random walks and the random acceleration process
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