Sample paths of a Lévy process leading to first passage over high levels in finite time
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Publication:265638
DOI10.1016/j.spa.2015.11.005zbMath1335.60073OpenAlexW2182864733MaRDI QIDQ265638
Dale O. Roberts, Philip S. Griffin
Publication date: 4 April 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2015.11.005
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Cites Work
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