On the first passage time for Brownian motion subordinated by a Lévy process

TR Hurd, A Kuznetsov - Journal of applied probability, 2009 - cambridge.org
In this paper we consider the class of Lévy processes that can be written as a Brownian
motion time changed by an independent Lévy subordinator. Examples in this class include …

[PDF][PDF] ON THE FIRST PASSAGE TIME FOR BROWNIAN MOTION SUBORDI-NATED BY AL EVY PROCESS

TR HURD, A KUZNETSOV - math.mcmaster.ca
This paper considers the class of Lévy processes that can be written as a Brownian motion
time changed by an independent Lévy subordinator. Examples in this class include the …

On the first passage time for Brownian motion subordinated by a Levy process

TR Hurd, A Kuznetsov - arXiv preprint arXiv:0805.4618, 2008 - arxiv.org
This paper considers the class of L\'evy processes that can be written as a Brownian motion
time changed by an independent L\'evy subordinator. Examples in this class include the …

ON THE FIRST PASSAGE TIME FOR BROWNIAN MOTION SUBORDINATED BY A LÉVY PROCESS

TR HURD, A KUZNETSOV - Journal of Applied Probability, 2009 - JSTOR
In this paper we consider the class of Lévy processes that can be written as a Brownian
motion time changed by an independent Lévy subordinator. Examples in this class include …

[PDF][PDF] ON THE FIRST PASSAGE TIME FOR BROWNIAN MOTION SUBORDI-NATED BY AL EVY PROCESS

TR HURD, A KUZNETSOV - Citeseer
This paper considers the class of Lévy processes that can be written as a Brownian motion
time changed by an independent Lévy subordinator. Examples in this class include the …

On the first passage time for Brownian motion subordinated by a Levy process

TR Hurd, A Kuznetsov - arXiv e-prints, 2008 - ui.adsabs.harvard.edu
This paper considers the class of Lévy processes that can be written as a Brownian motion
time changed by an independent Lévy subordinator. Examples in this class include the …

[PDF][PDF] ON THE FIRST PASSAGE TIME FOR BROWNIAN MOTION SUBORDINATED BY A LÉVY PROCESS

TR HURD, A KUZNETSOV - J. Appl. Prob, 2009 - scholar.archive.org
In this paper we consider the class of Lévy processes that can be written as a Brownian
motion time changed by an independent Lévy subordinator. Examples in this class include …

ON THE FIRST PASSAGE TIME FOR BROWNIAN MOTION SUBORDINATED BY A LÉVY PROCESS.

TR Hurd, A Kuznetsov - Journal of Applied Probability, 2009 - search.ebscohost.com
In this paper we consider the class of Lévy processes that can be written as a Brownian
motion time changed by an independent Lévy subordinator. Examples in this class include …

[PDF][PDF] ON THE FIRST PASSAGE TIME FOR BROWNIAN MOTION SUBORDI-NATED BY AL EVY PROCESS

TR HURD, A KUZNETSOV - ms.mcmaster.ca
This paper considers the class of Lévy processes that can be written as a Brownian motion
time changed by an independent Lévy subordinator. Examples in this class include the …

[PDF][PDF] On the first passage time for Brownian motion subordinated by a Levy process

TR Hurd, A Kuznetsov - arXiv preprint arXiv:0805.4618, 2008 - researchgate.net
This paper considers the class of Lévy processes that can be written as a Brownian motion
time changed by an independent Lévy subordinator. Examples in this class include the …