First Passage Problems over Increasing Boundaries for Lévy Processes with Exponentially Decayed Lévy Measures (Q2967986): Difference between revisions

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Revision as of 12:31, 13 July 2024

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First Passage Problems over Increasing Boundaries for Lévy Processes with Exponentially Decayed Lévy Measures
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    First Passage Problems over Increasing Boundaries for Lévy Processes with Exponentially Decayed Lévy Measures (English)
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    9 March 2017
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    the problem of finding the allocation of time first output
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    nonlinear boundary
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    Lévy processes
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