On the one-sided exit problem for stable processes in random scenery
DOI10.1214/ECP.v18-2444zbMath1329.60356MaRDI QIDQ742996
Nadine Guillotin-Plantard, Françoise Pène, Bruno Schapira, Fabienne Castell
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
first passage time; random scenery; stable Lévy process; one-sided exit problem; survival exponent; one-sided barrier problem
60G51: Processes with independent increments; Lévy processes
60G15: Gaussian processes
60F05: Central limit and other weak theorems
60K37: Processes in random environments
60G18: Self-similar stochastic processes
60G52: Stable stochastic processes
60F17: Functional limit theorems; invariance principles
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