Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (Q625005): Difference between revisions

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Latest revision as of 18:50, 3 July 2024

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Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process
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    Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (English)
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    11 February 2011
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    \(\alpha\)-stable Lévy process
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    distribution of the supremum of a stochastic process
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    finite time ruin probability
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