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math.PR2018
Cramér's estimate for stable processes with power drift
Christophe Profeta, Thomas Simon
We investigate the upper tail probabilities of the all-time maximum of a stable Lévy process with a power negative drift. The asymptotic behaviour is shown to be exponential in the…
math.PR2018
On the supremum of products of symmetric stable processes
Christophe Profeta
We study the asymptotics, for small and large values, of the supremum of a product of symmetric stable processes. We show in particular that the persistence exponent remains the sa…