A note on the series representation for the density of the supremum of a stable process

DOI10.1214/ECP.v18-2757zbMath1323.60065arXiv1305.0722OpenAlexW2147732115MaRDI QIDQ743008

Alexey Kuznetsov, Daniel Hackmann

Publication date: 22 September 2014

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

Full work available at URL: https://arxiv.org/abs/1305.0722

zbMATH Keywords

Mellin transformcontinued fractionsstable processessupremumdouble series representation

Mathematics Subject Classification ID

Stable stochastic processes (60G52)

Related Items (4)

On the Riemann-Hilbert factorization problem for positive definite functions ⋮ On Weyl products and uniform distribution modulo one ⋮ Spectral analysis of stable processes on the positive half-line ⋮ The entrance law of the excursion measure of the reflected process for some classes of Lévy processes

This page was built for publication: A note on the series representation for the density of the supremum of a stable process