Article contents
Moments of last exit times
Published online by Cambridge University Press: 26 February 2010
Extract
Let Xt be a Lévy process in Rd, d dimensional euclidean space. That is Xt is a strong Markov process whose transition function, P(t, x, A), satisfies:
- Type
- Research Article
- Information
- Copyright
- Copyright © University College London 1977
References
1.Port, S. C. and Stone, C. J.. “Infinitely divisible processes and their potential theory, I and II”, Ann. Inst. Fourier, 21 (1971), 157–275 and 21 (1971), 179–265.CrossRefGoogle Scholar
2.Takeuchi, J.. “Moments of the last exit times”, Proc. Jap. Acad., 43 (1967), 355–360.Google Scholar
3.Williams, D..“Path decomposition and continuity of local time for one-dimensional diffusions: I”, Proc. Lond. Math. Soc, 28 (1974), 738–768.CrossRefGoogle Scholar
- 2
- Cited by