On the drawdown of completely asymmetric Lévy processes (Q454869): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:18, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the drawdown of completely asymmetric Lévy processes |
scientific article |
Statements
On the drawdown of completely asymmetric Lévy processes (English)
0 references
10 October 2012
0 references
spectrally one-sided Lévy process
0 references
reflected process
0 references
drawdown
0 references
fluctuation theory
0 references
excursion theory
0 references
sextuple law
0 references
