On the first passage of one-sided Lévy m
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Iddo Eliazar; Joseph Klafter
📂
Article
📅
2004
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Elsevier Science
🌐
English
⚖ 341 KB
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