On an explicit Skorokhod embedding for spectrally negative Lévy processes (Q1028617)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On an explicit Skorokhod embedding for spectrally negative Lévy processes |
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On an explicit Skorokhod embedding for spectrally negative Lévy processes (English)
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6 July 2009
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Skorokhod embedding
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Levy process
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excursion theory
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scale function
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minimal stopping time
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