Skip navigation
Skip navigation

The time at which a levy process creeps

Griffin, Philip S; Maller, Ross


We show that if a Lévy process (Xt)t≥0 creeps then, as a function of u, the renewal function V(t, u) of the bivariate ascending ladder process (L-1,H) is absolutely continuous on [0,α) and left differentiable on (0, α), and the left derivative at u i

CollectionsANU Research Publications
Date published: 2011
Type: Journal article
Source: Electronic Journal of Probability


File Description SizeFormat Image
01_Griffin_The_time_at_which_a_levy_2011.pdf179.93 kBAdobe PDF
02_Griffin_The_time_at_which_a_levy_2011.pdf88.38 kBAdobe PDF

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  12 November 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator