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