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math.PR2015
On the law of homogeneous stable functionals
Julien Letemplier, Thomas Simon
Let be the functional of a stable Lévy process starting from one and killed when crossing zero. We observe that can be represented as…
math.PR2014
The area of a spectrally positive stable process stopped at zero
Julien Letemplier, Thomas Simon
An identity in law for the area of a spectrally positive Lévy stable process stopped at zero is established. Extending that of Lefebvre for Brownian motion, it involves an inverse…
math.PR2013
Unimodality of hitting times for stable processes
Julien Letemplier, Thomas Simon
We show that the hitting times for points of real stable Lévy processes () are unimodal random variables. The argument relies on strong unimodality and several recent…