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math.PR2007
Chung's law for homogeneous Brownian functionals
Aimé Lachal, Thomas Simon
Consider the first exit time from a finite interval for an homogeneous fluctuating functional of a linear Brownian motion. We show the existence of a finite…
math.PR2007★ 15 cited
The lower tail problem for homogeneous functionals of stable processes with no negative jumps
Thomas Simon
Let Z be a strictly a-stable real Levy process (a>1) and X be a fluctuating b-homogeneous additive functional of Z. We investigate the asymptotics of the first passage-time of X ab…