Exponential moments of first passage times and related quantities for Lévy processes (Q3463404)

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Exponential moments of first passage times and related quantities for Lévy processes
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    Exponential moments of first passage times and related quantities for Lévy processes (English)
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    14 January 2016
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    Lévy processes
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    first passage time
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    exponential moments
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    inverse local time
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    last exit time
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    renewal theory
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    sojourn time
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