Bridging the first and last passage times for Lévy models (Q2685908)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Bridging the first and last passage times for Lévy models
scientific article

    Statements

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

    Identifiers