Stable windings at the origin

DOI10.1016/j.spa.2018.02.004zbMath1417.60030arXiv1605.06872OpenAlexW2962881141MaRDI QIDQ1630670

Stavros M. Vakeroudis, Andreas E. Kyprianou

Publication date: 10 December 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1605.06872

zbMATH Keywords

self-similaritydualitystable processestime changeLamperti transformwinding numbersupcrossingsRiesz-Bogdan-Żak transform

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Related Items (3)

Windings of planar processes, exponential functionals and Asian options ⋮ Stable Lévy processes in a cone ⋮ Entrance and exit at infinity for stable jump diffusions

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