Law of the first passage triple of a spectrally positive strictly stable process

DOI10.1007/S10959-019-00898-WzbMath1456.60112arXiv1801.06891OpenAlexW2964276390WikidataQ128117382 ScholiaQ128117382MaRDI QIDQ2181613

Zhiyi Chi

Publication date: 19 May 2020

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

Full work available at URL: https://arxiv.org/abs/1801.06891

zbMATH Keywords

stableLévy processexact samplingrunning supremumMittag-Lefflerfirst passagespectrally positive

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51)

Uses Software

• DLMF

Cites Work

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