On the First Passage time for Brownian Motion Subordinated by a Lévy Process (Q3621155): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 0805.4618 / rank | |||
Normal rank | |||
Revision as of 17:00, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the First Passage time for Brownian Motion Subordinated by a Lévy Process |
scientific article |
Statements
On the First Passage time for Brownian Motion Subordinated by a Lévy Process (English)
0 references
14 April 2009
0 references
Brownian motion
0 references
first passage
0 references
time change
0 references
Lévy subordinator
0 references
stopping time
0 references
financial models
0 references
