Joint distribution of a Lévy process and its running supremum (Q4684955)
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scientific article; zbMATH DE number 6943652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint distribution of a Lévy process and its running supremum |
scientific article; zbMATH DE number 6943652 |
Statements
Joint distribution of a Lévy process and its running supremum (English)
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26 September 2018
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Lévy process
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partial differential equation
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running supremum process
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first hitting time
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