A. Kuznetsov

activity

20072023

most citedWiener-Hopf factorization and distribution of extrema for a family of Lévy processes

139 citations · 575 across the 36 of their papers we have counts for

collaborators

Showing 2012Show all

2 papers · 1 filter

math.PR2012★ 43 cited

The hitting time of zero for a stable process

Alexey Kuznetsov, Andreas E. Kyprianou, Juan Carlos Pardo +1

For any two-sided jumping $α$ -stable process, where $1 < α < 2$ , we find an explicit identity for the law of the first hitting time of the origin. This complements existing work in…

math.NA2012

Asymptotic approximations to the Hardy-Littlewood function

Alexey Kuznetsov

The function $Q (x) := \sum_{n \geq 1} (1/ n) sin (x / n)$ was introduced by Hardy and Littlewood [10] in their study of Lambert summability, and since then it has attracted attention of m…