Unimodality of hitting times for stable processes

2013/09/20 by Julien Letemplier, Letemplier, Julien, Thomas Simon +1
Business, Management and Accounting · Decision Sciences · Economics, Econometrics and Finance · #Advanced Queuing Theory Analysis #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications

paper · doi:10.48550/arxiv.1309.5321

openalex publication_date 2013/09/20 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We show that the hitting times for points of real α-stable Lévy processes (1

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