Moments of last exit times for Lévy processes

Ken-Iti Sato; Toshiro Watanabe

Annales de l'I.H.P. Probabilités et statistiques (2004)

  • Volume: 40, Issue: 2, page 207-225
  • ISSN: 0246-0203

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Sato, Ken-Iti, and Watanabe, Toshiro. "Moments of last exit times for Lévy processes." Annales de l'I.H.P. Probabilités et statistiques 40.2 (2004): 207-225. <http://eudml.org/doc/77807>.

@article{Sato2004,
author = {Sato, Ken-Iti, Watanabe, Toshiro},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Lévy process; Last exit time; Moment; Characteristic function},
language = {eng},
number = {2},
pages = {207-225},
publisher = {Elsevier},
title = {Moments of last exit times for Lévy processes},
url = {http://eudml.org/doc/77807},
volume = {40},
year = {2004},
}

TY - JOUR
AU - Sato, Ken-Iti
AU - Watanabe, Toshiro
TI - Moments of last exit times for Lévy processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2004
PB - Elsevier
VL - 40
IS - 2
SP - 207
EP - 225
LA - eng
KW - Lévy process; Last exit time; Moment; Characteristic function
UR - http://eudml.org/doc/77807
ER -

References

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