First Passage Problems over Increasing Boundaries for Lévy Processes with Exponentially Decayed Lévy Measures (Q2967986)
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English | First Passage Problems over Increasing Boundaries for Lévy Processes with Exponentially Decayed Lévy Measures |
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First Passage Problems over Increasing Boundaries for Lévy Processes with Exponentially Decayed Lévy Measures (English)
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9 March 2017
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the problem of finding the allocation of time first output
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nonlinear boundary
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Lévy processes
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