Exit problems for general draw-down times of spectrally negative Lévy processes (Q5226250): Difference between revisions
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Revision as of 19:23, 5 March 2024
scientific article; zbMATH DE number 7087501
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit problems for general draw-down times of spectrally negative Lévy processes |
scientific article; zbMATH DE number 7087501 |
Statements
Exit problems for general draw-down times of spectrally negative Lévy processes (English)
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31 July 2019
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spectrally negative Lévy process
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draw-down time
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exit problem
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potential measure
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creeping time
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hitting time
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