The law of the hitting times to points by a stable Lévy process with no negative jumps

DOI10.1214/ECP.V13-1431zbMath1193.60066MaRDI QIDQ1038929

Goran Peskir

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/227769

zbMATH Keywords

Laplace transformsupremum processstable Lévy process with no negative jumpsspectrally positivea chapman-Kolmogorov equation of Volterra typefirst hitting time to a pointfirst passage time over a pointthe Wiener-Hopf factorisation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52)

Related Items (11)

Hitting probabilities for L\'{e}vy processes on the real line ⋮ Law of the first passage triple of a spectrally positive strictly stable process ⋮ Law of two-sided exit by a spectrally positive strictly stable process ⋮ On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion ⋮ On moments of downward passage times for spectrally negative Lévy processes ⋮ Hitting times of points and intervals for symmetric Lévy processes ⋮ On extrema of stable processes ⋮ Asymptotically stable random walks of index \(1 < \alpha < 2\) killed on a finite set ⋮ Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin ⋮ Connectivity properties of the adjacency graph of \(\text{SLE}_{\kappa}\) bubbles for \(\kappa\in(4,8)\) ⋮ First-passage properties of asymmetric Lévy flights

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