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Stopped Lévy processes with applications to first passage times

Author

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  • Gut, Allan

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.

Suggested Citation

  • Gut, Allan, 1996. "Stopped Lévy processes with applications to first passage times," Statistics & Probability Letters, Elsevier, vol. 28(4), pages 345-352, August.
    • Handle: RePEc:eee:stapro:v:28:y:1996:i:4:p:345-352
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    Cited by:

    1. Gut, Allan, 1997. "Stopped two-dimensional perturbed random walks and Lévy processes," Statistics & Probability Letters, Elsevier, vol. 35(4), pages 317-325, November.

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