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On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes

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Séminaire de Probabilités XLII

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1979))

Abstract

Several aspects of the laws of first hitting times of points are investigated for one-dimensional symmetric stable Lévy processes. Itô’s excursion theory plays a key role in this study.

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Author information

Authors and Affiliations

  1. Department of Mathematics, Graduate School of Science, Kobe University, Kobe, Japan

    Kouji Yano

  2. Research Institute for Mathematical Sciences, Kyoto University, Kyoto, Japan

    Yuko Yano & Marc Yor

  3. Laboratoire de Probabilités et Modéles Aléatoires, Université Paris VI, Paris, France

    Marc Yor

  4. Institut Universitaire de France, , France

    Marc Yor

Authors
  1. Kouji Yano
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  2. Yuko Yano
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  3. Marc Yor
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Correspondence to Kouji Yano .

Editor information

Editors and Affiliations

  1. Laboratoire de Mathématiques, Université de Versailles-St-Quentin, avenue des États-Unis 45, Versailles, 78035, France

    Catherine Donati-Martin

  2. Inst. Recherche, Mathématiques Avancées, Université Strasbourg I, rue René Descartes 7, Strasbourg CX, 67084, France

    Michel Émery

  3. Laboratoire de Mathematiques, Université de Versailles, av. des Etats-Unis 45, Versailles CX, 78035, France

    Alain Rouault

  4. CNRS UMR 6623, Lab. de Mathématiques, Université Besancon, route de Gray 16, Besancon CX, 25030, France

    Christophe Stricker

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Yano, K., Yano, Y., Yor, M. (2009). On the Laws of First Hitting Times of Points for One-Dimensional Symmetric Stable Lévy Processes. In: Donati-Martin, C., Émery, M., Rouault, A., Stricker, C. (eds) Séminaire de Probabilités XLII. Lecture Notes in Mathematics(), vol 1979. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-01763-6_8

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