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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 83, 2011 - Issue 2
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Original Articles

Hitting densities for spectrally positive stable processes

Thomas Simon Laboratoire Paul Painlevé, U. F. R. de Mathématiques, Université Lille 1, F-59655, Villeneuve d'Ascq Cedex, FranceCorrespondence[email protected]
Pages 203-214 | Received 13 Feb 2010, Accepted 15 Dec 2010, Published online: 15 Feb 2011

Citations (19)

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Thomas Simon. (2015) Mittag-Leffler functions and complete monotonicity. Integral Transforms and Special Functions 26:1, pages 36-50.
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Articles from other publishers (18)

Anita Behme & Philipp Lukas Strietzel. (2022) On moments of downward passage times for spectrally negative Lévy processes. Journal of Applied Probability, pages 1-13.
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Amin Padash, Trifce Sandev, Holger Kantz, Ralf Metzler & Aleksei V. Chechkin. (2022) Asymmetric Lévy Flights Are More Efficient in Random Search. Fractal and Fractional 6:5, pages 260.
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Tomasz Grzywny, Łukasz Leżaj & Maciej Miśta. (2021) Hitting probabilities for Lévy processes on the real line. Latin American Journal of Probability and Mathematical Statistics 18:1, pages 727.
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Jacek Mucha. (2021) Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin. Electronic Journal of Probability 26:none.
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Amin Padash, Aleksei V Chechkin, Bartłomiej Dybiec, Marcin Magdziarz, Babak Shokri & Ralf Metzler. (2020) First passage time moments of asymmetric Lévy flights. Journal of Physics A: Mathematical and Theoretical 53:27, pages 275002.
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Zhiyi Chi. (2020) Law of two-sided exit by a spectrally positive strictly stable process. Stochastic Processes and their Applications 130:7, pages 3967-3989.
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Zhiyi Chi. (2019) Law of the First Passage Triple of a Spectrally Positive Strictly Stable Process. Journal of Theoretical Probability 33:2, pages 715-748.
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Julien Letemplier & Thomas Simon. (2019) On the law of homogeneous stable functionals. ESAIM: Probability and Statistics 23, pages 82-111.
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Noah Forman, Soumik Pal, Douglas Rizzolo & Matthias Winkel. (2018) Uniform control of local times of spectrally positive stable processes. The Annals of Applied Probability 28:4.
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Tomasz Grzywny & Michał Ryznar. (2016) Hitting Times of Points and Intervals for Symmetric Lévy Processes. Potential Analysis 46:4, pages 739-777.
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Guillaume Coqueret. (2015) On the supremum of the spectrally negative stable process with drift. Statistics & Probability Letters 107, pages 333-340.
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Tomasz Juszczyszyn & Mateusz Kwaśnicki. (2015) Hitting times of points for symmetric Lévy processes with completely monotone jumps. Electronic Journal of Probability 20:none.
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Zbigniew Michna, Zbigniew Palmowski & Martijn Pistorius. (2015) The distribution of the supremum for spectrally asymmetric Lévy processes. Electronic Communications in Probability 20:none.
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Robert Hintze & Ilya Pavlyukevich. (2014) Small noise asymptotics and first passage times of integrated Ornstein–Uhlenbeck processes driven by $\alpha$-stable Lévy processes. Bernoulli 20:1.
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Julien Letemplier & Thomas Simon. 2014. Séminaire de Probabilités XLVI. Séminaire de Probabilités XLVI 345 357 .
A. Kuznetsov. (2013) On the density of the supremum of a stable process. Stochastic Processes and their Applications 123:3, pages 986-1003.
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Pierre Patie & Thomas Simon. (2011) Intertwining Certain Fractional Derivatives. Potential Analysis 36:4, pages 569-587.
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Piotr Graczyk & Tomasz Jakubowski. (2012) On exit time of stable processes. Stochastic Processes and their Applications 122:1, pages 31-41.
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