The area under a spectrally positive stable excursion and other related processes
نویسندگان
چکیده
We study the distribution of area under normalized excursion a spectrally positive stable Lévy process L, as well its meander, and L conditioned to stay positive. Our results involve special case Wright’s function, which may be seen generalization classic Airy function appearing in similar Brownian’s areas.
منابع مشابه
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2021
ISSN: ['1083-6489']
DOI: https://doi.org/10.1214/21-ejp618