Kendall's identity for the first crossing time revisited
From MaRDI portal
Publication:1860572
DOI10.1214/ECP.v6-1038zbMath1008.60065MaRDI QIDQ1860572
Z. Burq, Konstantin A. Borovkov
Publication date: 25 February 2003
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/122490
60G51: Processes with independent increments; Lévy processes
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