Kendall's identity for the first crossing time revisited (Q1860572)

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Kendall's identity for the first crossing time revisited
scientific article

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    title
    Kendall's identity for the first crossing time revisited (English)
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    DOI
    10.1214/ECP.v6-1038
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    author
    Z. Burq
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    Konstantin A. Borovkov
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    publication date
    25 February 2003
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    zbMATH DE Number
    1873748
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    zbMATH Keywords
    skip-free Lévy process
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    first crossing time
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    change of measure
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