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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