Stopped Lévy processes with applications to first passage times

Allan Gut

Statistics & Probability Letters, 1996, vol. 28, issue 4, 345-352

Abstract: Much of this author's work has been devoted to stopped random walks with applications to renewal theory etc. Some results have earlier been generalized to Lévy processes. The purpose of the present paper is to present some further generalizations of this kind.

Keywords: Lévy; process; First; passage; time; Strong; law; of; large; numbers; Central; limit; theorem; Law; of; the; iterated; logarithm; Stopped; two-dimensional; Lévy; process; Perturbed; Lévy; process (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (1)

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