Hitting Probabilities for Spectrally Positive Lévy Processes (Q3477765)
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scientific article; zbMATH DE number 4147241
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Hitting Probabilities for Spectrally Positive Lévy Processes |
scientific article; zbMATH DE number 4147241 |
Statements
Hitting Probabilities for Spectrally Positive Lévy Processes (English)
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1991
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stable process
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Wiener-Hopf factorisation
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subordinator
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associated process
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local time
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Lévy process
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hitting probabilities
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0.9381858
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0.9351393
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0.9078333
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0.8940205
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0.8937912
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0.8923646
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