Hostname: page-component-7dd5485656-6kn8j Total loading time: 0 Render date: 2025-10-31T04:04:58.311Z Has data issue: false hasContentIssue false
  • English
  • Français

The two-sided exit problem for spectrally positive Lévy processes

Published online by Cambridge University Press:  01 July 2016

L. C. G. Rogers
L. C. G. Rogers*
Affiliation:
University of Cambridge
*
∗Postal address: Statistical Laboratory, Department of Pure Mathematics and Mathematical Statistics, University of Cambridge, 16 Mill Lane, Cambridge, CB2 1SB.
Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. As you have access to this content, a full PDF is available via the ‘Save PDF’ action button.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'

Information

Type
Letters to the Editor
Information
Advances in Applied Probability , Volume 22 , Issue 2 , June 1990 , pp. 486 - 487
Copyright
Copyright © Applied Probability Trust 1990 

References

[1] Bingham, N. H. (1975) Fluctuation theory in continuous time. Adv. Appl. Prob. 7, 705–766.Google Scholar
[2] Bretagnolle, J. (1971) Résultats de Kesten sur les processus à accroissements indépendants. Sém. de Probabilités V, Lecture Notes in Mathematics 191, Springer-Verlag, Berlin, 21–36.Google Scholar
[3] Emery, D. J. (1973) Exit problem for a spectrally positive process. Adv. Appl. Prob. 5, 498–520.CrossRefGoogle Scholar
[4] Takács, L. (1967) Combinatorial Methods in the Theory of Stochastic Processes. Wiley, New York.Google Scholar