The law of the hitting times to points by a stable Lev́y process with no negative jumps.

Peskir, Goran. "The law of the hitting times to points by a stable Lev́y process with no negative jumps.." Electronic Communications in Probability [electronic only] 13 (2008): 653-659. <http://eudml.org/doc/227769>.

@article{Peskir2008,
author = {Peskir, Goran},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {stable Lev́y process with no negative jumps; spectrally positive; first hitting time to a point; first passage time over a point; supremum process; a chapman-Kolmogorov equation of Volterra type; Laplace transform; the Wiener-Hopf factorisation; stable Lévy process with no negative jumps},
language = {eng},
pages = {653-659},
publisher = {University of Washington},
title = {The law of the hitting times to points by a stable Lev́y process with no negative jumps.},
url = {http://eudml.org/doc/227769},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Peskir, Goran
TI - The law of the hitting times to points by a stable Lev́y process with no negative jumps.
JO - Electronic Communications in Probability [electronic only]
PY - 2008
PB - University of Washington
VL - 13
SP - 653
EP - 659
LA - eng
KW - stable Lev́y process with no negative jumps; spectrally positive; first hitting time to a point; first passage time over a point; supremum process; a chapman-Kolmogorov equation of Volterra type; Laplace transform; the Wiener-Hopf factorisation; stable Lévy process with no negative jumps
UR - http://eudml.org/doc/227769
ER -