First Passage Problems over Increasing Boundaries for Lévy Processes with Exponentially Decayed Lévy Measures (Q2967986)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | First Passage Problems over Increasing Boundaries for Lévy Processes with Exponentially Decayed Lévy Measures |
scientific article |
Statements
First Passage Problems over Increasing Boundaries for Lévy Processes with Exponentially Decayed Lévy Measures (English)
0 references
9 March 2017
0 references
the problem of finding the allocation of time first output
0 references
nonlinear boundary
0 references
Lévy processes
0 references
0 references
0 references
0 references
0 references
0 references