On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes
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Publication:3653081
DOI10.1007/978-3-642-01763-6_8zbMath1201.60043arXiv0811.2046OpenAlexW1627141941WikidataQ58331059 ScholiaQ58331059MaRDI QIDQ3653081
Yuko Yano, Marc Yor, Kouji Yano
Publication date: 18 December 2009
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0811.2046
Processes with independent increments; Lévy processes (60G51) Stopping times; optimal stopping problems; gambling theory (60G40) Stable stochastic processes (60G52)
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