On the Density of the First Exit Time of a Stable Process Across a Nonlinear Boundary

DOI10.1137/1130052zbMath0585.60053OpenAlexW2009221496MaRDI QIDQ3709551

Fada G. Ragimov

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1137/1130052

zbMATH Keywords

stable processdensity of the first exit time

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sample path properties (60G17) Markov processes (60J99)

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