On the one-sided exit problem for stable processes in random scenery
DOI10.1214/ECP.V18-2444zbMATH Open1329.60356OpenAlexW2092131902MaRDI QIDQ742996FDOQ742996
Authors: Fabienne Castell, Nadine Guillotin-Plantard, Françoise Pène, Bruno Schapira 
Publication date: 22 September 2014
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/ecp.v18-2444
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first passage time[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=stable+L%EF%BF%BD%EF%BF%BDvy+process&go=Go stable L��vy process]one-sided exit problemsurvival exponentrandom sceneryone-sided barrier problem
Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Stable stochastic processes (60G52) Processes in random environments (60K37) Self-similar stochastic processes (60G18)
Cited In (6)
- Persistence Probabilities and Exponents
- Universality of the asymptotics of the one-sided exit problem for integrated processes
- Persistence probabilities for stationary increment processes
- Random walks and branching processes in correlated Gaussian environment
- Persistence probabilities of two-sided (integrated) sums of correlated stationary Gaussian sequences
- Persistence Probabilities and a Decorrelation Inequality for the Rosenblatt Process and Hermite Processes
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