Skip to main content
5 events
when toggle format what by license comment
Sep 30, 2011 at 10:34 comment added kaleidoscop You should consider the process $Y_t=X_t-at$, which is still a Lévy process, because then it is just first passage time, and you should find many references.
Sep 29, 2011 at 22:56 comment added weakstar Sorry, it's fixed.
Sep 29, 2011 at 22:56 history edited weakstar CC BY-SA 3.0
edited body; added 4 characters in body; added 2 characters in body
Sep 29, 2011 at 22:50 comment added Ori Gurel-Gurevich What is $N_t$ ?
Sep 29, 2011 at 22:18 history asked weakstar CC BY-SA 3.0