Completely asymmetric Lévy processes confined in a finite interval
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Publication:1978135
DOI10.1016/S0246-0203(00)00126-6zbMath0970.60055OpenAlexW2011974110MaRDI QIDQ1978135
Publication date: 16 October 2001
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_2000__36_2_251_0
Mittag-Leffler functionLévy processexcursion measure\(h\)-transformconditional lawtwo-sided exit problem
Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45) Sample path properties (60G17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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