On the rate of growth of Lev́y processes with no positive jumps conditioned to stay positive.
Electronic Communications in Probability [electronic only] (2008)
- Volume: 13, page 494-506
- ISSN: 1083-589X
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topPardo Millan, Juan Carlos. "On the rate of growth of Lev́y processes with no positive jumps conditioned to stay positive.." Electronic Communications in Probability [electronic only] 13 (2008): 494-506. <http://eudml.org/doc/231445>.
@article{PardoMillan2008,
author = {Pardo Millan, Juan Carlos},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Lev́y processes conditioned to stay positive; future infimum process; first and last passage times; occupation times; rate of growth; integral tests; Lévy processes conditioned to stay positive},
language = {eng},
pages = {494-506},
publisher = {University of Washington},
title = {On the rate of growth of Lev́y processes with no positive jumps conditioned to stay positive.},
url = {http://eudml.org/doc/231445},
volume = {13},
year = {2008},
}
TY - JOUR
AU - Pardo Millan, Juan Carlos
TI - On the rate of growth of Lev́y processes with no positive jumps conditioned to stay positive.
JO - Electronic Communications in Probability [electronic only]
PY - 2008
PB - University of Washington
VL - 13
SP - 494
EP - 506
LA - eng
KW - Lev́y processes conditioned to stay positive; future infimum process; first and last passage times; occupation times; rate of growth; integral tests; Lévy processes conditioned to stay positive
UR - http://eudml.org/doc/231445
ER -
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