Evaluating first-passage probabilities for spectrally one-sided Lévy processes
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Publication:2725318
DOI10.1239/jap/1014843099zbMath0981.60048OpenAlexW2034554861MaRDI QIDQ2725318
Publication date: 12 July 2001
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1014843099
Processes with independent increments; Lévy processes (60G51) Stopping times; optimal stopping problems; gambling theory (60G40)
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