Moments of passage times for Lévy processes
Annales de l'I.H.P. Probabilités et statistiques, Tome 40 (2004) no. 3, pp. 279-297. 
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     title = {Moments of passage times for {L\'evy} processes},
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Doney, R. A.; Maller, R. A. Moments of passage times for Lévy processes. Annales de l'I.H.P. Probabilités et statistiques, Tome 40 (2004) no. 3, pp. 279-297. doi : 10.1016/j.anihpb.2003.10.005. https://www.numdam.org/articles/10.1016/j.anihpb.2003.10.005/

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  • Aurzada, Frank; Kramm, Tanja The First Passage Time Problem Over a Moving Boundary for Asymptotically Stable Lévy Processes, Journal of Theoretical Probability, Volume 29 (2016) no. 3, p. 737 | DOI:10.1007/s10959-015-0596-x
  • HU, Wei; LIU, Luqin Moments of passage times and asymptotic behavior of increasing self-similar markov processes, Acta Mathematica Scientia, Volume 35 (2015) no. 6, p. 1426 | DOI:10.1016/s0252-9602(15)30064-3
  • Denisov, Denis; Shneer, Vsevolod Asymptotics for the First Passage Times of Lévy Processes and Random Walks, Journal of Applied Probability, Volume 50 (2013) no. 1, p. 64 | DOI:10.1239/jap/1363784425
  • Griffin, Philip S.; Maller, Ross A. Stability of the exit time for Lévy processes, Advances in Applied Probability, Volume 43 (2011) no. 3, p. 712 | DOI:10.1239/aap/1316792667
  • Park, Hyun Suk; Maller, Ross Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes, Advances in Applied Probability, Volume 40 (2008) no. 3, p. 716 | DOI:10.1239/aap/1222868183
  • Erickson, K. Bruce; Maller, Ross A. Finiteness of integrals of functions of Lévy processes, Proceedings of the London Mathematical Society, Volume 94 (2007) no. 2, p. 386 | DOI:10.1112/plms/pdl011

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