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math.PR2014★ 3 cited
Windings of the stable Kolmogorov process
Christophe Profeta, Thomas Simon
We investigate the windings around the origin of the two-dimensional Markov process (X,L) having the stable Lévy process L and its primitive X as coordinates, in the non-trivial ca…
math.PR2014★ 1 cited
Persistence of integrated stable processes
Christophe Profeta, Thomas Simon
We compute the persistence exponent of the integral of a stable Lévy process in terms of its self-similarity and positivity parameters. This solves a problem raised by Z. Shi (2003…