First passage times over stochastic boundaries for subdiffusive processes (Q5036094)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: First passage times over stochastic boundaries for subdiffusive processes |
scientific article; zbMATH DE number 7479579
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First passage times over stochastic boundaries for subdiffusive processes |
scientific article; zbMATH DE number 7479579 |
Statements
First passage times over stochastic boundaries for subdiffusive processes (English)
0 references
23 February 2022
0 references
first passage time problems
0 references
subdiffusive diffusions
0 references
Wiener-Hopf factorization
0 references
Lévy processes
0 references
time-changed
0 references
inverse subordinator
0 references
semi-regenerative processes
0 references
long-range dependence
0 references
ruin probability
0 references
stable processes
0 references
