On the supremum of the spectrally negative stable process with drift
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Publication:900970
DOI10.1016/j.spl.2015.09.012zbMath1356.60078OpenAlexW4293397338MaRDI QIDQ900970
Publication date: 23 December 2015
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2015.09.012
Related Items (2)
Fluctuation theory for Lévy processes with completely monotone jumps ⋮ Fluctuation theory for one-sided Lévy processes with a matrix-exponential time horizon
Cites Work
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