Denis Denisov, Vsevolod Shneer. Asymptotics for the First Passage Times of Lévy Processes and Random Walks. J. Applied Probability, 50(1):64-84, 2013. [doi]
@article{DenisovS13,
title = {Asymptotics for the First Passage Times of Lévy Processes and Random Walks},
author = {Denis Denisov and Vsevolod Shneer},
year = {2013},
doi = {10.1017/S0021900200013127},
url = {http://dx.doi.org/10.1017/S0021900200013127},
researchr = {https://researchr.org/publication/DenisovS13},
cites = {0},
citedby = {0},
journal = {J. Applied Probability},
volume = {50},
number = {1},
pages = {64-84},
}