Compactness and continuity properties for a Lévy process at a two-sided exit time

DOI10.1214/20-EJP451zbMath1440.62066OpenAlexW3021187664MaRDI QIDQ2184617

David M. Mason, Ross A. Maller

Publication date: 29 May 2020

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

Full work available at URL: https://projecteuclid.org/euclid.ejp/1588125886

zbMATH Keywords

Lévy processdomain of partial attractionstochastic compactnesstwo-sided exit problemgeneralised Feller classpassage time distributions

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Nonparametric estimation (62G05) Approximations to statistical distributions (nonasymptotic) (62E17) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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