Curve crossing for the reflected Lévy process at zero and infinity

DOI10.1214/EJP.V13-483zbMath1190.60037MaRDI QIDQ1039010

Mladen Svetoslavov Savov

Publication date: 20 November 2009

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

Full work available at URL: https://eudml.org/doc/226317

zbMATH Keywords

reflected processpassage timespower law boundaries

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Strong limit theorems (60F15) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Renewal theory (60K05)

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