The law of the hitting times to points by a stable Lévy process with no negative jumps (Q1038929)
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scientific article; zbMATH DE number 5636442
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The law of the hitting times to points by a stable Lévy process with no negative jumps |
scientific article; zbMATH DE number 5636442 |
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The law of the hitting times to points by a stable Lévy process with no negative jumps (English)
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20 November 2009
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stable Lévy process with no negative jumps
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spectrally positive
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first hitting time to a point
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first passage time over a point
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supremum process
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a chapman-Kolmogorov equation of Volterra type
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Laplace transform
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the Wiener-Hopf factorisation
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