Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (Q730354)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations |
scientific article |
Statements
Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (English)
0 references
27 December 2016
0 references
Lévy processes
0 references
exit problems
0 references
Poisson observation
0 references
occupation times
0 references
Parisian ruin
0 references
0 references
0.8666877150535583
0 references
0.7708582878112793
0 references
0.7598285675048828
0 references
0.7597151398658752
0 references
0.7578107118606567
0 references
