LI Xuekun, ZHANG Chunsheng. The Moment of the First Overstepping Time on Spectrally Positive Lévy Processes[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(2): 213-222.
Citation:
LI Xuekun, ZHANG Chunsheng. The Moment of the First Overstepping Time on Spectrally Positive Lévy Processes[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(2): 213-222.
LI Xuekun, ZHANG Chunsheng. The Moment of the First Overstepping Time on Spectrally Positive Lévy Processes[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(2): 213-222.
Citation:
LI Xuekun, ZHANG Chunsheng. The Moment of the First Overstepping Time on Spectrally Positive Lévy Processes[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(2): 213-222.
The Moment of the First Overstepping Time on Spectrally Positive Lévy Processes
The time that spectrally positive Lévy processes first upwards reach or over cross some level is called the first overstepping time. In this paper, entire existence of the moments of the first overstepping time, and the interdependent relation between the moments of both the first overstepping time and the spectrally positive Levy processes are investigated.
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