Pages that link to "Item:Q5429622"
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The following pages link to Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes (Q5429622):
Displaying 5 items.
- First passage time law for some Lévy processes with compound Poisson: existence of a density (Q654399) (← links)
- Existence and regularity of law density of a pair (diffusion, first component running maximum) (Q2322681) (← links)
- Overshoots and undershoots of Lévy processes (Q2494574) (← links)
- Improved Asymptotics for Ruin Probabilities (Q3193126) (← links)
- PDE for the joint law of the pair of a continuous diffusion and its running maximum (Q6198067) (← links)
