First Passage Problems over Increasing Boundaries for Lévy Processes with Exponentially Decayed Lévy Measures (Q2967986): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/s0040585x97t988071 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2594169783 / rank | |||
Normal rank | |||
Latest revision as of 12:01, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First Passage Problems over Increasing Boundaries for Lévy Processes with Exponentially Decayed Lévy Measures |
scientific article |
Statements
First Passage Problems over Increasing Boundaries for Lévy Processes with Exponentially Decayed Lévy Measures (English)
0 references
9 March 2017
0 references
the problem of finding the allocation of time first output
0 references
nonlinear boundary
0 references
Lévy processes
0 references
0 references
0 references
0 references
0 references
0 references
