On the law of the supremum of Lévy processes (Q373575)
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scientific article; zbMATH DE number 6216108
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the law of the supremum of Lévy processes |
scientific article; zbMATH DE number 6216108 |
Statements
On the law of the supremum of Lévy processes (English)
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17 October 2013
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past supremum
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equivalent measures
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absolute continuity
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average occupation measure
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reflected process
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excursion measure
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0.8222997188568115
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0.8112417459487915
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0.8072264194488525
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0.8048493266105652
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0.7937264442443848
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