The Theory of Scale Functions for Spectrally Negative Lévy Processes (Q3143840): Difference between revisions
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Revision as of 10:52, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Theory of Scale Functions for Spectrally Negative Lévy Processes |
scientific article |
Statements
The Theory of Scale Functions for Spectrally Negative Lévy Processes (English)
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4 December 2012
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excursion theory
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first passage problem
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fluctuation theory
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Laplace transform
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scale functions
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spectrally negative Lévy process
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