Analysing Results of the Practical Examination in English - A Voice on Modularity in FL Acquisition - Wydawnictwo Uniwersytetu Wrocławskiego - sklep internetowy

The area of a spectrally positive stable process stopped at zero

  1. Julien Letemplier ORCiD:
  2. Thomas Simon ORCiD:

Abstract

A multiplicative identity in law for the area of a spectrally positive Lévy ∝-stable process stopped at zero is established. Extending that of Lefebvre for Brownian motion, it involves an inverse beta random variable and the square of a positive stable random variable. This simple identity makes it possible to study precisely the behaviour of the density at zero, which is Fréchet-like.

Pobierz artykuł

Ten artykuł

Probability and Mathematical Statistics

38, z. 1, 2018

Strony od 27 do 37

Inne artykuły autorów

Google Scholar

zamknij

Twoj koszyk (produkty: 0)

Brak produktów w koszyku

Twój koszyk Do kasy