Barriers, exit time and survival probability for unimodal Lévy processes (Q2349146)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Barriers, exit time and survival probability for unimodal Lévy processes |
scientific article |
Statements
Barriers, exit time and survival probability for unimodal Lévy processes (English)
0 references
19 June 2015
0 references
Lévy-Khintchine exponent
0 references
unimodal isotropic Lévy process
0 references
Lévy measure
0 references
first exit time
0 references
survival probability
0 references
superharmonic functions
0 references
0 references
0 references
0 references
0 references
0 references
