Occupation times of spectrally negative Lévy processes with applications (Q719777): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 02:04, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Occupation times of spectrally negative Lévy processes with applications |
scientific article |
Statements
Occupation times of spectrally negative Lévy processes with applications (English)
0 references
11 October 2011
0 references
occupation time
0 references
spectrally negative Lévy processes
0 references
fluctuation theory
0 references
scale functions
0 references
ruin theory
0 references