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The Ornstein-Uhlenbeck process associated with the Levy Laplacian and its Dirichlet form
The Ornstein-Uhlenbeck process the Levy Laplacian Dirichlet form
2009/9/22
We prove the existence of an Omstein-Uhlenbeck type
process associated with the Evy Laplacian. Like the classical case, the
law of the Levy Brownian motion at time 1 is an invariant probability
of ...
Two-sided exit problem for a Spectrally Negative α-Stable Ornstein-Uhlenbeck Process and the Wright's generalized hypergeometric functions
Ornstein-Uhlenbeck Process deduce generalized hypergeometric functions
2009/3/27
The Laplace transform of the first exit time from a finite interval by a regular spectrally negative α-stable Ornstein-Uhlenbeck process is provided in terms of the Wright's generalized hypergeometric...
Two-sided exit problem for a Spectrally Negative α-Stable Ornstein-Uhlenbeck Process and the Wright's generalized hypergeometric functions
Laplace transform Spectrally Negative hypergeometric functions
2009/3/23
The Laplace transform of the first exit time from a finite interval by a regular spectrally negative α-stable Ornstein-Uhlenbeck process is provided in terms of the Wright's generalized hypergeometric...