On a Maximum of Stable Lévy Processes

DOI10.1137/S0040585X97978294zbMath1027.60042OpenAlexW2025661297MaRDI QIDQ2752961

G. M. Molchan

Publication date: 22 October 2001

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97978294

zbMATH Keywords

Lévy processesextreme valuesself-similar processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (2)

Law of the first passage triple of a spectrally positive strictly stable process ⋮ Unilateral small deviations of processes related to the fractional Brownian motion

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