Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (Q730354): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations |
scientific article |
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Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (English)
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27 December 2016
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Lévy processes
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exit problems
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Poisson observation
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occupation times
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Parisian ruin
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