Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution (Q2315144)

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Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution
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    Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution (English)
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    1 August 2019
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    self-similar processes
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    Mellin transform
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    first passage times
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    Bernstein functions
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    Bernstein-gamma functions
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    Fréchet distribution
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