Browse by: Author name - Classification - Keywords - Nature

3 matches found
XLV: 02, 93-121, LNM 2078 (2013)
PROKAJ, Vilmos
Some Sufficient Conditions for the Ergodicity of the Lévy Transformation (Theory of processes)
Keywords: Ergodic theory, Lévy process
Nature: Original
XLV: 09, 245-275, LNM 2078 (2013)
JACOB, Emmanuel
Langevin Process Reflected on a Partially Elastic Boundary II (Theory of processes)
Keywords: Langevin process, second order reflection, recurrent extension, excursion measure, stochastic differential equations, $h$-transform
Nature: Original
XLVI: 13, 345-357, LNM 2123 (2014)
LETEMPLIER, Julien; SIMON, Thomas
Unimodality of hitting times for stable processes (Theory of stable processes)
This article shows that the hitting times of points of a real $\alpha$-stable Lévy process are unimodal random variables
Keywords: $\alpha$-stable Lévy process, self-decomposability, Kanter random variable, size-bias
Nature: Original