Last exit times for transient semistable processes

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

Volumn 41, Issue 5, 2005, Pages 929-951

  Sato, Ken Iti ^a   Watanabe, Toshiro ^b  

^a University of Aizu ^*  (Japan)

^b UNIVERSITY OF AIZU   (Japan)

Author keywords

Last exit time; L vy process; Semistable process; Stable processes

Indexed keywords

EID: 23944450839     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.anihpb.2004.09.003     Document Type: Article

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