The area of a spectrally positive stable process stopped at zero (Q4581300)

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scientific article; zbMATH DE number 6919714
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The area of a spectrally positive stable process stopped at zero
scientific article; zbMATH DE number 6919714

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    16 August 2018
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    hitting time
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    integrated process
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    stable Lévy process
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    tail asymptotics
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    math.PR
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