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Curve Crossing for the Reflected Levy Process at Zero and Infinity

   
@article{EJP483,
	author = {Mladen Savov},
	title = {Curve Crossing for the Reflected Levy Process at Zero and Infinity},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {13},
	year = {2008},
	keywords = {Reflected process, passage times, power law boundaries},
	abstract = {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 $\kappa\geq 0$.},
	pages = {no. 7, 157-172},
	issn = {1083-6489},
	doi = {10.1214/EJP.v13-483},    
        url = {http://ejp.ejpecp.org/article/view/483}}