Monthly Archives: March 2011

Numerical computation of the distribution of the supremum functional

Let be a Lévy process with Lévy-Khintchin exponent for a complete Bernstein function (some examples below). Let be the supremum functional of . Given some growth condition on , a formula for was given in my recent preprint written with … Continue reading

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π/2 conjecture solved

A few posts ago I stated the pi-over-two concecture. Recently, my friend and collegue Jacek Małecki proved it in full generality. (He did it while I was on my vacation in November — sometimes it is good to take a … Continue reading

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