## Curve crossing for the reflected Levy process at zero and infinityTools
Savov, S. S.
(2008)
Full text not archived in this repository. To link to this item DOI: 10.1214/EJP.v13-483 ## Abstract/SummaryLet $R_{t}=\sup_{0\leq s\leq t}X_{s}-X_{t}$ 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 $\kappa\geq 0$.
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