Curve Crossing for the Reflected Lévy Process at zero and infinity
نویسنده
چکیده
Let Rt = sup0≤s≤t Xs − Xt be a Lévy process reflected in its maximum. We give necessary and sufficient conditions for finiteness of passage times above power law boundaries at infinity. Information as to when the expected passage time for Rt is finite, is given. We also discuss the almost sure finiteness of lim sup t→0 Rt/t , for each κ ≥ 0.
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