On the one-sided exit problem for stable processes in random scenery

DOI10.1214/ECP.v18-2444zbMath1329.60356OpenAlexW2092131902MaRDI QIDQ742996

Nadine Guillotin-Plantard, Françoise Pène, Bruno Schapira, Fabienne Castell

Publication date: 22 September 2014

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

Full work available at URL: https://doi.org/10.1214/ecp.v18-2444

zbMATH Keywords

first passage timerandom scenerystable Lévy processone-sided exit problemsurvival exponentone-sided barrier problem

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Central limit and other weak theorems (60F05) Processes in random environments (60K37) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Functional limit theorems; invariance principles (60F17)

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