Exponential moments of first passage times and related quantities for Lévy processes (Q3463404): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1659890402 / rank | |||
Normal rank |
Revision as of 21:10, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Exponential moments of first passage times and related quantities for Lévy processes |
scientific article |
Statements
Exponential moments of first passage times and related quantities for Lévy processes (English)
0 references
14 January 2016
0 references
Lévy processes
0 references
first passage time
0 references
exponential moments
0 references
inverse local time
0 references
last exit time
0 references
renewal theory
0 references
sojourn time
0 references