Evaluating first-passage probabilities for spectrally one-sided Lévy processes (Q2725318): Difference between revisions
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scientific article
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English | Evaluating first-passage probabilities for spectrally one-sided Lévy processes |
scientific article |
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Evaluating first-passage probabilities for spectrally one-sided Lévy processes (English)
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12 July 2001
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Lévy process
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Laplace transform
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first-passage-time distribution
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