Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (Q625005): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process |
scientific article |
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Formula for the supremum distribution of a spectrally positive \(\alpha \)-stable Lévy process (English)
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11 February 2011
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\(\alpha\)-stable Lévy process
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distribution of the supremum of a stochastic process
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finite time ruin probability
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