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Moments of last exit times for Lévy processes

✍ Scribed by Ken-iti Sato; Toshiro Watanabe

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Moments of passage times for Lévy proces

✍ R.A. Doney; R.A. Maller 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 291 KB

Time Changes for Lévy Processes

✍ Hélyette Geman; Dilip B. Madan; Marc Yor 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 135 KB

Continuity of local times for Lévy proce

✍ M. T. Barlow 📂 Article 📅 1985 🏛 Springer 🌐 English ⚖ 488 KB

Local times for two-parameter Lévy proce

✍ Maria E. Vares 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 510 KB

On exit times of Levy-driven Ornstein–Uh

✍ Konstantin Borovkov; Alexander Novikov 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 265 KB

Last exit times for random walks

✍ R.A. Doney 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 632 KB