First exit times of SDEs driven by stable Lévy processes
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Publication:2490048
DOI10.1016/j.spa.2005.11.006zbMath1104.60030OpenAlexW1992691072MaRDI QIDQ2490048
Ilya Pavlyukevitch, Peter Imkeller
Publication date: 28 April 2006
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2005.11.006
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)
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