Moments of last exit times for Lévy processes

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 40, Issue 2, 2004, Pages 207-225

  Sato, Ken Iti ^a   Watanabe, Toshiro ^b  

^a University of Aizu ^*  (Japan)

^b UNIVERSITY OF AIZU   (Japan)

Author keywords

Characteristic function; Dernier temps de passage; Fonction caract ristique; Last exit time; L vy process; Moment; Processus de L vy

Indexed keywords

EID: 1642330836     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.anihpb.2003.04.001     Document Type: Article

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