Lévy processes time-changed by the first-exit time of the inverse Gaussian subordinator (Q5024938)
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scientific article; zbMATH DE number 7467621
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| English | Lévy processes time-changed by the first-exit time of the inverse Gaussian subordinator |
scientific article; zbMATH DE number 7467621 |
Statements
Lévy processes time-changed by the first-exit time of the inverse Gaussian subordinator (English)
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1 February 2022
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first-exit time of inverse Gaussian subordiantor
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Lévy process
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time-changed
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variance function
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0.8396576642990112
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0.7590083479881287
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0.7311240434646606
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0.729996383190155
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0.7243034243583679
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