Moments of last exit times for Lévy processes

Sato, Ken-Iti; Watanabe, Toshiro

doi:10.1016/j.anihpb.2003.04.001

Sato, Ken-Iti ; Watanabe, Toshiro

Annales de l'I.H.P. Probabilités et statistiques, Tome 40 (2004) no. 2, pp. 207-225

MR Zbl | 1 citation dans Numdam

DOI : 10.1016/j.anihpb.2003.04.001

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     author = {Sato, Ken-Iti and Watanabe, Toshiro},
     title = {Moments of last exit times for {L\'evy} processes},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     pages = {207--225},
     year = {2004},
     publisher = {Elsevier},
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     doi = {10.1016/j.anihpb.2003.04.001},
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Sato, Ken-Iti; Watanabe, Toshiro. Moments of last exit times for Lévy processes. Annales de l'I.H.P. Probabilités et statistiques, Tome 40 (2004) no. 2, pp. 207-225. doi: 10.1016/j.anihpb.2003.04.001

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