On the scaling property in fluctuation theory for stable Lévy processes (Q2882302)
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scientific article; zbMATH DE number 6030173
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| default for all languages | No label defined |
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| English | On the scaling property in fluctuation theory for stable Lévy processes |
scientific article; zbMATH DE number 6030173 |
Statements
4 May 2012
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fluctuation theory
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scaling property
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Lévy processes
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stable processes
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overshoots
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first passage time
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On the scaling property in fluctuation theory for stable Lévy processes (English)
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0.8008047342300415
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0.7998025417327881
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0.7763333916664124
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0.7665336728096008
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0.7645174264907837
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