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  • 1
    Electronic Resource
    Electronic Resource
    Lévy processes with no positive jumps at an increase time (1993)
    Springer
    Probability theory and related fields 96 (1993), S. 123-135 
    Details
    ISSN: 1432-2064
    Keywords: 60 J 30 ; 60 G 17
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Summary We study the behaviour of a Lévy process with no positive jumps near its increase times. Specifically, we construct a local time on the set of increase times. Then, we describe the path decomposition at an increase time chosen at random according to the local time, and we evaluate the rate of escape before and after this instant.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01195886
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  • 2
    Electronic Resource
    Electronic Resource
    Large-Deviations Estimates in Burgers Turbulence with Stable Noise Initial Data (1998)
    Springer
    Journal of statistical physics 91 (1998), S. 655-667 
    Details
    ISSN: 1572-9613
    Keywords: Inviscid Burgers equation ; random initial velocity ; large deviations
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract We consider the inviscid Burgers equation where the initial datum is given by a stable (Lévy) noise. The asymptotic behavior of the tail distribution of the solution is described; the decay is much faster in the case when the stable noise is completely skewed to the left.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1023/A:1023081728243
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