Bridging the first and last passage times for Lévy models (Q2685908): Difference between revisions

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-.1016/j.spa.2022.12.005
@@ Property / DOI: 10.1016/j.spa.2022.12.005 / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.spa.2022.12.005
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+W4311764676
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@@ Property / cites work @@
+Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes
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+Q3150773
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+Occupation times of intervals until last passage times for spectrally negative Lévy processes
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+Passage times for a spectrally negative Lévy process with applications to risk theory
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+Last exit times for random walks
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@@ Property / DOI @@
+.1016/J.SPA.2022.12.005
@@ Property / DOI: 10.1016/J.SPA.2022.12.005 / rank @@
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