First-passage properties of asymmetric Lévy flights
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Cited in
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- Order flow in the financial markets from the perspective of the fractional Lévy stable motion
- First-passage problem for stochastic differential equations with combined parametric Gaussian and Lévy white noises via path integral method
- Transition path properties for one-dimensional systems driven by Poisson white noise
- To hit or to pass it over-remarkable transient behavior of first arrivals and passages for Lévy flights in finite domains
- Residual mean first-passage time for jump processes: theory and applications to Lévy flights and fractional Brownian motion
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- First passage time moments of asymmetric Lévy flights
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