Moments of passage times for Lévy processes (Q1434448)
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scientific article; zbMATH DE number 2081280
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Moments of passage times for Lévy processes |
scientific article; zbMATH DE number 2081280 |
Statements
Moments of passage times for Lévy processes (English)
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4 August 2004
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Passage times of Lévy processes
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Horizontal boundaries
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Curved boundaries
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Drift to infinity
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Renewal theorems
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Local time
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Ladder height processes
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Strong laws
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0.8651317358016968
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0.8398696184158325
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0.8379091620445251
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0.826911449432373
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0.8172549605369568
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