Browsing Research Publications by Subject "Inverse Gaussian process"

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First-exit times of an inverse gaussian process

Vellaisamy, P.; Kumar, A. (2018-12-20)

The first-exit time process of an inverse Gaussian Lévy process is considered. The one-dimensional distribution functions of the process are obtained. They are not infinitely divisible and the tail probabilities decay ...
Stable Lévy motion with inverse Gaussian subordinator

Kumar, A.; Wyłomańska, A.; Gajda, J. (2017-05-23)

In this paper we study the stable Lévy motion subordinated by the so-called inverse Gaussian process. This process extends the well known normal inverse Gaussian (NIG) process introduced by Barndorff-Nielsen, which arises ...

Now showing items 1-2 of 2

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