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June, 1977 Stable Processes: Sample Function Growth at a Last Exit Time
Ditlev Monrad
Ann. Probab. 5(3): 455-462 (June, 1977). DOI: 10.1214/aop/1176995805

Abstract

For stable processes of index $\alpha, 1 < \alpha < 2$, exact upper functions are determined for the sample function growth at a last exit time.

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Ditlev Monrad. "Stable Processes: Sample Function Growth at a Last Exit Time." Ann. Probab. 5 (3) 455 - 462, June, 1977. https://doi.org/10.1214/aop/1176995805

Information

Published: June, 1977
First available in Project Euclid: 19 April 2007

zbMATH: 0362.60060
MathSciNet: MR436337
Digital Object Identifier: 10.1214/aop/1176995805

Subjects:
Primary: 60G17
Secondary: 60J25, 60J30

Rights: Copyright © 1977 Institute of Mathematical Statistics

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Vol.5 • No. 3 • June, 1977
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