On the drawdown of completely asymmetric Lévy processes (Q454869): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G17 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6092502 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
spectrally one-sided Lévy process | |||
| Property / zbMATH Keywords: spectrally one-sided Lévy process / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
reflected process | |||
| Property / zbMATH Keywords: reflected process / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
drawdown | |||
| Property / zbMATH Keywords: drawdown / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
fluctuation theory | |||
| Property / zbMATH Keywords: fluctuation theory / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
excursion theory | |||
| Property / zbMATH Keywords: excursion theory / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
sextuple law | |||
| Property / zbMATH Keywords: sextuple law / rank | |||
Normal rank | |||
Revision as of 11:20, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the drawdown of completely asymmetric Lévy processes |
scientific article |
Statements
On the drawdown of completely asymmetric Lévy processes (English)
0 references
10 October 2012
0 references
spectrally one-sided Lévy process
0 references
reflected process
0 references
drawdown
0 references
fluctuation theory
0 references
excursion theory
0 references
sextuple law
0 references
