Joint distribution of first-passage time and first-passage area of certain Lévy processes
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Publication:2176370
DOI10.1007/s11009-018-9677-5zbMath1437.60027MaRDI QIDQ2176370
Publication date: 4 May 2020
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-018-9677-5
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First-passage Brownian functionals with stochastic resetting, Asymptotic results for certain first-passage times and areas of renewal processes, The first-passage area of Wiener process with stochastic resetting
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