| Título: | Curve Crossing for the Reflected Levy Process at Zero and Infinity |
| Autores: | Savov, Mladen Svetoslavov; The University of Manchester |
| Fecha: | 2008-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Reflected process, passage times, power law boundaries 60G51; 60F15; 60K05;60G40; 60G44 |
| Descripción: | Let $R_{t}=\sup_{0\leq s\leq t}X_{s}-X_{t}$ be a Levy process reflected in its maximum. We give necessary and sufficient conditions for finiteness of passage times above power law boundaries at infinity. Information as to when the expected passage time for $R_{t}$ is finite, is given. We also discuss the almost sure finiteness of $\limsup_{t\to 0}R_{t}/t^{\kappa}$, for each $\kappa\geq 0$. |
| Idioma: | No aplica |
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