Path decomposition of a reflected Lévy process on first passage over high levels (Q2074980): Difference between revisions

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Latest revision as of 23:39, 16 December 2024

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Path decomposition of a reflected Lévy process on first passage over high levels
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    Path decomposition of a reflected Lévy process on first passage over high levels (English)
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    11 February 2022
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    Lévy process
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    reflected process
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    convolution equivalence
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    first passage time
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    overshoot
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