Path decomposition of a reflected Lévy process on first passage over high levels (Q2074980)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path decomposition of a reflected Lévy process on first passage over high levels |
scientific article |
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Path decomposition of a reflected Lévy process on first passage over high levels (English)
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11 February 2022
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Lévy process
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reflected process
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convolution equivalence
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first passage time
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overshoot
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