A decomposition for Lévy processes inspected at Poisson moments (Q6102053): Difference between revisions

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Revision as of 09:40, 30 July 2024

scientific article; zbMATH DE number 7682999
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English
A decomposition for Lévy processes inspected at Poisson moments
scientific article; zbMATH DE number 7682999

    Statements

    A decomposition for Lévy processes inspected at Poisson moments (English)
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    8 May 2023
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    Lévy process
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    running maximum
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    decomposition
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    bankruptcy probability
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