𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The asymptotic dependence structure of the linear fractional Lévy motion

✍ Scribed by A. Astrauskas; J. B. Lévy; M. S. Taqqu


Publisher
Springer
Year
1992
Tongue
English
Weight
952 KB
Volume
31
Category
Article
ISSN
0363-1672

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


On the first passage of one-sided Lévy m
✍ Iddo Eliazar; Joseph Klafter 📂 Article 📅 2004 🏛 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