On the supremum of products of symmetric stable processes

DOI10.1214/18-ECP193zbMath1406.60072arXiv1805.04040OpenAlexW2963237029MaRDI QIDQ1725489

Christophe Profeta

Publication date: 14 February 2019

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

Full work available at URL: https://arxiv.org/abs/1805.04040

zbMATH Keywords

stable processespersistence probabilitylower tail probability

Mathematics Subject Classification ID

Brownian motion (60J65) Stable stochastic processes (60G52)

Cites Work

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• Moments of gamma type and the Brownian supremum process area
• Exit times from cones in \(R^n\) of symmetric stable processes
• Symmetric stable processes in cones
• Lower tail probabilities for Gaussian processes.
• The asymptotic behavior of densities related to the supremum of a stable process
• Exit times of symmetric stable processes from unbounded convex domains
• Persistence Probabilities and Exponents
• Windings of the stable Kolmogorov process
• Symmetric stable processes in parabola–shaped regions

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