Occupation times of Lévy-driven Ornstein-Uhlenbeck processes with two-sided exponential jumps and applications (Q2407767)
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scientific article; zbMATH DE number 6787277
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| English | Occupation times of Lévy-driven Ornstein-Uhlenbeck processes with two-sided exponential jumps and applications |
scientific article; zbMATH DE number 6787277 |
Statements
Occupation times of Lévy-driven Ornstein-Uhlenbeck processes with two-sided exponential jumps and applications (English)
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6 October 2017
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Ornstein-Uhlenbeck process
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occupation times
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exit problem
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0.8321717381477356
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0.8165621161460876
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0.8163938522338867
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0.8147311806678772
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0.8037504553794861
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