# Curve crossing for the reflected Levy process at zero and infinity

Savov, S. S. (2008) Curve crossing for the reflected Levy process at zero and infinity. Electronic Journal of Probability, 13. pp. 157-172. ISSN 1083-6489

Full text not archived in this repository.

To link to this article DOI: 10.1214/EJP.v13-483

## Abstract/Summary

Let $R_{t}=\sup_{0\leq s\leq t}X_{s}-X_{t}$ be a Levy 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 $R_{t}$ is finite, is given. We also discuss the almost sure finiteness of $\limsup_{t\to 0}R_{t}/t^{\kappa}$, for each $\kappa\geq 0$.

Item Type: Article Yes Faculty of Science > School of Mathematical and Physical Sciences > Department of Mathematics and Statistics 29302 Institute of Mathematical Statistics; Bernoulli Society

University Staff: Request a correction | Centaur Editors: Update this record