On a small-time limit behavior of the probability that a Lévy process stays positive (Q334257)
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scientific article; zbMATH DE number 6646044
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| English | On a small-time limit behavior of the probability that a Lévy process stays positive |
scientific article; zbMATH DE number 6646044 |
Statements
On a small-time limit behavior of the probability that a Lévy process stays positive (English)
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1 November 2016
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Lévy process
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probability measure
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small time limit
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0.8403252959251404
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0.8151992559432983
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0.8148278594017029
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0.8128840923309326
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0.7990294098854065
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