First exit from an open set for a matrix-exponential Lévy process (Q2406785)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First exit from an open set for a matrix-exponential Lévy process |
scientific article |
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First exit from an open set for a matrix-exponential Lévy process (English)
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6 October 2017
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first exit problems
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Lévy processes
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matrix-exponential distributions
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jump diffusions
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