文章基本信息
- 标题：First Passage of Reflected Strictly Stable Processes
- 本地全文：下载
- 作者：Andreas. E. Kyprianou
- 期刊名称：Latin American Journal of Probability and Mathematical Statistics
- 电子版ISSN：1980-0436
- 出版年度：2006
- 卷号：II
- 出版社：Instituto Nacional De Matemática Pura E Aplicada
- 摘要：
Suppose that X is a strictly stable process under P and denote its
running maximum to time t 0 by Xt. Suppose that for z 0, Y under Pz has
the same law as the process f(z _Xt) ..Xt : t 0g under P. Let [0;1] be the rst
passage time of the process Y over the level 1. We give in explicit terms the law of
Y[0;1] under Pz for any z 0.
