How to cite item

On the one-sided exit problem for stable processes in random scenery

   
@article{ECP2444,
	author = {Fabienne Castell and Nadine Guillotin-Plantard and Françoise Pène and Bruno Schapira},
	title = {On the one-sided exit problem for stable processes in random scenery},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {18},
	year = {2013},
	keywords = {Stable process, Random scenery, First passage time, One-sided barrier problem, One-sided exit problem, Survival exponent.},
	abstract = {
We consider the one-sided exit problem for stable Lévy process in random scenery, that is the asymptotic behaviour for $T$ large of the probability $$\mathbb{P}\Big[ \sup_{t\in[0,T]} \Delta_t \leq 1\Big] $$ where $$\Delta_t = \int_{\mathbb{R}} L_t(x) \, dW(x).$$ Here $W=(W(x))_{x\in\mathbb{R}}$ is a two-sided standard real Brownian motion and $(L_t(x))_{x\in\mathbb{R},t\geq 0}$ the local time of a stable Lévy process with index $\alpha\in (1,2]$, independent from the process $W$. Our result confirms some physicists prediction by Redner and Majumdar.
},
	pages = {no. 33, 1-7},
	issn = {1083-589X},
	doi = {10.1214/ECP.v18-2444},    
        url = {http://ecp.ejpecp.org/article/view/2444}}