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.
Citation
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
Keywords:
last exit time
,
Rate of escape
,
sample function growth
,
Stable process
,
stationary independent increments
,
Stochastic processes
Rights: Copyright © 1977 Institute of Mathematical Statistics
