The lower tail problem for homogeneous functionals of stable processes with no negative jumps (Q5422652)
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scientific article; zbMATH DE number 5205675
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| English | The lower tail problem for homogeneous functionals of stable processes with no negative jumps |
scientific article; zbMATH DE number 5205675 |
Statements
29 October 2007
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fluctuating additive functional
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lower tail probability: self-similar process
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stable process
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Wiener-Hopf factorization in two dimensions
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0.7757916450500488
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0.7638204097747803
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0.757633626461029
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0.751920759677887
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