XXXVI: 12, 314-330, LNM 1801 (2003)
SIMON, Thomas
Support d'une équation d'Itô avec sauts en dimension 1
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
