Exponential moments of first passage times and related quantities for Lévy processes (Q3463404): Difference between revisions
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scientific article
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English | Exponential moments of first passage times and related quantities for Lévy processes |
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Exponential moments of first passage times and related quantities for Lévy processes (English)
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14 January 2016
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Lévy processes
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first passage time
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exponential moments
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inverse local time
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last exit time
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renewal theory
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sojourn time
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