Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891): Difference between revisions

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Property / DOI: 10.1016/j.spa.2017.10.018 / rank
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Latest revision as of 22:46, 10 December 2024

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Fluctuations of Omega-killed spectrally negative Lévy processes
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    Fluctuations of Omega-killed spectrally negative Lévy processes (English)
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    31 October 2018
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    Lévy processes
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    Omega model
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    occupation time
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    Laplace transform
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    fluctuation theory
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    self-similar process
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