Hitting Probabilities for Spectrally Positive Lévy Processes (Q3477765)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Hitting Probabilities for Spectrally Positive Lévy Processes |
scientific article |
Statements
Hitting Probabilities for Spectrally Positive Lévy Processes (English)
0 references
1991
0 references
stable process
0 references
Wiener-Hopf factorisation
0 references
subordinator
0 references
associated process
0 references
local time
0 references
Lévy process
0 references
hitting probabilities
0 references