A decomposition for Lévy processes inspected at Poisson moments (Q6102053)
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scientific article; zbMATH DE number 7682999
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A decomposition for Lévy processes inspected at Poisson moments |
scientific article; zbMATH DE number 7682999 |
Statements
A decomposition for Lévy processes inspected at Poisson moments (English)
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8 May 2023
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Lévy process
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running maximum
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decomposition
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bankruptcy probability
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