Skip navigation
Skip navigation

Moments of passage times for Levy processes

Doney, R A; Maller, Ross

Description

We give necessary and sufficient conditions, in terms of characteristics of the process, for finiteness of moments of passage times of general Lévy processes above horizontal, linear or certain curved boundaries. They apply in particular to processes whi

CollectionsANU Research Publications
Date published: 2004
Type: Journal article
URI: http://hdl.handle.net/1885/79441
Source: Annales de l Institut Henri Poincare B: Probability and Statistics
DOI: 10.1016/j.anihpb.2003.10.005

Download

There are no files associated with this item.


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

Updated:  23 August 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator