Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fluctuations of Omega-killed spectrally negative Lévy processes |
scientific article |
Statements
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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