Law of the first passage triple of a spectrally positive strictly stable process (Q2181613)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Law of the first passage triple of a spectrally positive strictly stable process |
scientific article |
Statements
Law of the first passage triple of a spectrally positive strictly stable process (English)
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19 May 2020
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first passage
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Lévy process
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stable
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spectrally positive
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Mittag-Leffler
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running supremum
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exact sampling
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