17 citations · 21 across the 4 of their papers we have counts for
4 papers
Thin and Thick Strip Passage Times for Lévy Flights and Lévy Processes
Ross A. Maller, Yuguang Fan
We review some of the theory relevant to passage times of one-dimensional Lévy processes out of bounded regions, highlighting results that are useful in physical phenomena modelled…
Convergence of Trimmed Lévy Processes to Trimmed Stable Random Variables at
Yuguang Fan
Let be the Lévy process with the largest jumps and smallest jumps up till time deleted and let be with the largest jump…
Tightness and Convergence of Trimmed Lévy Processes to Normality at Small Times
Yuguang Fan
Let be the Lévy process with the largest positive jumps and smallest negative jumps up till time deleted and let be wit…
Distributional representations and dominance of a Lévy process over its maximal jump processes
Boris Buchmann, Yuguang Fan, Ross A. Maller
Distributional identities for a Lévy process , its quadratic variation process and its maximal jump processes, are derived, and used to make "small time" (as $t\downarro…