Kendall's identity for the first crossing time revisited (Q1860572)
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scientific article; zbMATH DE number 1873748
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kendall's identity for the first crossing time revisited |
scientific article; zbMATH DE number 1873748 |
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Kendall's identity for the first crossing time revisited (English)
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25 February 2003
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skip-free Lévy process
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first crossing time
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change of measure
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