The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758)
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English | The uniform local asymptotics for a Lévy process and its overshoot and undershoot |
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The uniform local asymptotics for a Lévy process and its overshoot and undershoot (English)
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25 May 2016
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uniform local asymptotics
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Lévy processes
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overshoot
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undershoot
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finite-time ruin probability
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local ruin probability
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