FIRST PASSAGE TIMES OVER STOCHASTIC BOUNDARIES FOR SUBDIFFUSIVE PROCESSES


Constantinescu, C, Loeffen, R and Patie, P ORCID: 0000-0003-4221-0439 (2022) FIRST PASSAGE TIMES OVER STOCHASTIC BOUNDARIES FOR SUBDIFFUSIVE PROCESSES. TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 375 (3). 1629 - 1652.

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Item Type: Article
Uncontrolled Keywords: First passage time problems, subdiffusive diffusions, Wiener-Hopf factorization, Levy processes, time-changed, inverse subordinator, semi-regenerative processes, long-range dependence, ruin probability, stable processes
Depositing User: Symplectic Admin
Date Deposited: 15 Apr 2019 07:45
Last Modified: 19 Jan 2023 00:54
DOI: 10.1090/tran/8534
Related URLs:
URI: https://livrepository.liverpool.ac.uk/id/eprint/3036791
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