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arXiv · 2009.01504

The area under a spectrally positive stable excursion and other related processes

Christophe Profeta
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Abstract

We study the distribution of the area under the normalized excursion of a spectrally positive stable L{\'e}vy process L, as well as the area under its meander, and under L conditioned to stay positive. Our results involve a special case of Wright's function, which may be seen as a generalization of the classic Airy function appearing in similar Brownian's areas.

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Christophe Profeta. 2020-09-03. The area under a spectrally positive stable excursion and other related processes. https://arxiv.org/abs/2009.01504

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