Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (Q730354)
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scientific article; zbMATH DE number 6668652
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations |
scientific article; zbMATH DE number 6668652 |
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Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (English)
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27 December 2016
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Lévy processes
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exit problems
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Poisson observation
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occupation times
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Parisian ruin
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0.8666877150535583
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0.7708582878112793
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0.7598285675048828
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0.7597151398658752
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0.7578107118606567
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