The Theory of Scale Functions for Spectrally Negative Lévy Processes (Q3143840): Difference between revisions

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Latest revision as of 14:22, 19 April 2024

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The Theory of Scale Functions for Spectrally Negative Lévy Processes
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    The Theory of Scale Functions for Spectrally Negative Lévy Processes (English)
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    4 December 2012
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    excursion theory
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    first passage problem
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    fluctuation theory
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    Laplace transform
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    scale functions
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    spectrally negative Lévy process
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