Bridging the first and last passage times for Lévy models (Q2685908)
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English | Bridging the first and last passage times for Lévy models |
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Bridging the first and last passage times for Lévy models (English)
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23 February 2023
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first passage time
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last passage time
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occupation time
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Parisian time
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spectrally negative Lévy processes
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scale functions
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