11 citations · 12 across the 3 of their papers we have counts for
3 papers
math.PR2013★ 1 cited
The first passage time problem over a moving boundary for asymptotically stable Lévy processes
Frank Aurzada, Tanja Kramm
We study the asymptotic tail behaviour of the first-passage time over a moving boundary for asymptotically -stable Lévy processes with . Our main result states that if the…
math.PR2012
First exit of Brownian motion from a one-sided moving boundary
Frank Aurzada, Tanja Kramm
We revisit a result of Uchiyama (1980): given that a certain integral test is satisfied, the rate of the probability that Brownian motion remains below the moving boundary is a…
math.PR2012★ 11 cited
First passage times of Lévy processes over a one-sided moving boundary
Frank Aurzada, Tanja Kramm, Mladen Savov
We study the asymptotic behaviour of the tail of the distribution of the first passage time of a Lévy process over a one-sided moving boundary. Our main result states that if the b…