Stable Processes: Sample Function Growth at a Last Exit Time
Monrad, Ditlev
Ann. Probab., Tome 5 (1977) no. 6, p. 455-462 / Harvested from Project Euclid
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For stable processes of index $\alpha, 1 < \alpha < 2$, exact upper functions are determined for the sample function growth at a last exit time.
Publié le : 1977-06-14
Classification:  Stochastic processes,  stationary independent increments,  stable process,  sample function growth,  last exit time,  rate of escape,  60G17,  60J30,  60J25 
@article{1176995805,
     author = {Monrad, Ditlev},
     title = {Stable Processes: Sample Function Growth at a Last Exit Time},
     journal = {Ann. Probab.},
     volume = {5},
     number = {6},
     year = {1977},
     pages = { 455-462},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995805}
}

Monrad, Ditlev. Stable Processes: Sample Function Growth at a Last Exit Time. Ann. Probab., Tome 5 (1977) no. 6, pp.  455-462. http://gdmltest.u-ga.fr/item/1176995805/