Evaluating first-passage probabilities for spectrally one-sided Lévy processes (Q2725318)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Evaluating first-passage probabilities for spectrally one-sided Lévy processes |
scientific article |
Statements
Evaluating first-passage probabilities for spectrally one-sided Lévy processes (English)
0 references
12 July 2001
0 references
Lévy process
0 references
Laplace transform
0 references
first-passage-time distribution
0 references