Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations
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Publication:730354
DOI10.1016/j.spa.2016.06.021zbMath1354.60048arXiv1507.03848MaRDI QIDQ730354
Jevgenijs Ivanovs, Hansjoerg Albrecher
Publication date: 27 December 2016
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.03848
60G51: Processes with independent increments; Lévy processes