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First passage times for subordinate Brownian motions |
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| Authors: | Mateusz Kwa?nicki Jacek Ma?ecki Micha? Ryznar |
| Institution: | 1. Institute of Mathematics and Computer Science, Wroc?aw University of Technology, ul. Wybrze?e Wyspiańskiego 27, 50-370 Wroc?aw, Poland;2. Institute of Mathematics, Polish Academy of Sciences, ul. ?niadeckich 8, 00-976 Warszawa, Poland;3. LAREMA, Université d’Angers, 2 Bd Lavoisier, 49045 Angers cedex 1, France |
| Abstract: | |
| Keywords: | Lé vy process Subordinate process First passage time Supremum functional |
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