First Passage Problems over Increasing Boundaries for Lévy Processes with Exponentially Decayed Lévy Measures

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Publication:2967986

DOI10.1137/S0040585X97T988071zbMath1386.60169OpenAlexW2594169783MaRDI QIDQ2967986

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Publication date: 9 March 2017

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t988071






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