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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 80, 2008 - Issue 2-3: A Festschrift for Priscilla Greenwood
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Original Articles

A note on the supremum of a stable process

Pages 151-155 | Received 01 Oct 2007, Accepted 27 Nov 2007, Published online: 09 Oct 2008
 

Abstract

If X is a spectrally positive stable process of index α ∈ (1, 2) whose Lévy measure has density on (0,∞), and it is known that as x → ∞. It is also known that S 1 has a continuous density, s say. The point of this note is to show that as x → ∞.

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