Exit problems for general draw-down times of spectrally negative Lévy processes (Q5226250): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q689161 |
Changed an Item |
||
| Property / author | |||
| Property / author: Xiao-Wen Zhou / rank | |||
Normal rank | |||
Revision as of 13:25, 20 February 2024
scientific article; zbMATH DE number 7087501
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit problems for general draw-down times of spectrally negative Lévy processes |
scientific article; zbMATH DE number 7087501 |
Statements
Exit problems for general draw-down times of spectrally negative Lévy processes (English)
0 references
31 July 2019
0 references
spectrally negative Lévy process
0 references
draw-down time
0 references
exit problem
0 references
potential measure
0 references
creeping time
0 references
hitting time
0 references
