General draw-down times for refracted spectrally negative Lévy processes (Q2152244)

From MaRDI portal
scientific article
Language Label Description Also known as
English
General draw-down times for refracted spectrally negative Lévy processes
scientific article

    Statements

    General draw-down times for refracted spectrally negative Lévy processes (English)
    0 references
    0 references
    0 references
    7 July 2022
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    refracted spectrally negative Lévy processes
    0 references
    draw-down time
    0 references
    exit problems
    0 references
    potential measure
    0 references
    0 references