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