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On the first passage time and leapover properties of Lévy motions

✍ Scribed by T. Koren; A.V. Chechkin; J. Klafter


Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
606 KB
Volume
379
Category
Article
ISSN
0378-4371

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We study the ÿrst passage problem for one-sided LÃ evy motions: how does such a motion, started at the origin, cross a barrier positioned at the point x (x ¿ 0)? Since one-sided LÃ evy motions are pure-jump processes, they always 'leap' over barriers (rather than crossing them continuously). We henc