scientific article

zbMath0491.60038MaRDI QIDQ3952912

Alexander Novikov

Publication date: 1981

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

level crossingstable process

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Large deviations (60F10) Sample path properties (60G17)

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Unified approach for solving exit problems for additive-increase and multiplicative-decrease processes ⋮ First-passage times for random walks with nonidentically distributed increments ⋮ The first passage time problem over a moving boundary for asymptotically stable Lévy processes ⋮ Probability bounds and asymptotic properties of error propagation ⋮ Markovian bridges: weak continuity and pathwise constructions ⋮ First Passage Problems over Increasing Boundaries for Lévy Processes with Exponentially Decayed Lévy Measures ⋮ On the Hausdorff dimension of regular points of inviscid Burgers equation with stable initial data ⋮ Asymptotics of first-passage time over a one-sided stochastic boundary

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