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Found 22 Documents (Results 1–22)

Conditions for existence and uniqueness of the inverse first-passage time problem applicable for Lévy processes and diffusions. arXiv:2305.10967

Preprint, arXiv:2305.10967 [math.PR] (2023).
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On Doney’s striking factorization of the arc-sine law. (English) Zbl 1496.60044

Chaumont, Loïc (ed.) et al., A lifetime of excursions through random walks and Lévy processes. A volume in honour of Ron Doney’s 80th birthday. Cham: Birkhäuser. Prog. Probab. 78, 43-58 (2021).
MSC:  60G51 60G52
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