✦ LIBER ✦

Moments of passage times for Lévy processes

✍ Scribed by R.A. Doney; R.A. Maller

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Moments of last exit times for Lévy proc

✍ Ken-iti Sato; Toshiro Watanabe 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 288 KB

Time Changes for Lévy Processes

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

Stopped Lévy processes with applications

✍ Allan Gut 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 362 KB

Continuity of local times for Lévy proce

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

Passage times of random walks and Lévy p

✍ R.A. Doney; R.A. Maller 📂 Article 📅 2005 🏛 Springer 🌐 English ⚖ 175 KB

Local times for two-parameter Lévy proce

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