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20032007
most citedThe lower tail problem for homogeneous functionals of stable processes with no negative jumps

15 citations · 15 across the 5 of their papers we have counts for

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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…