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 processNature: 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,
$h$-transformNature: 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-biasNature: Original