First passage time law for some Lévy processes with compound Poisson: existence of a density (Q654399)
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scientific article; zbMATH DE number 5992409
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| English | First passage time law for some Lévy processes with compound Poisson: existence of a density |
scientific article; zbMATH DE number 5992409 |
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First passage time law for some Lévy processes with compound Poisson: existence of a density (English)
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28 December 2011
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first passage time law
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jump process
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Lévy process
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0.8279619812965393
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0.808085560798645
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0.8041435480117798
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0.7985290288925171
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0.7957057952880859
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