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Small and large time stability of the time taken for a Lévy process to cross curved boundaries - MaRDI portal

Small and large time stability of the time taken for a Lévy process to cross curved boundaries (Q1943326)

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Small and large time stability of the time taken for a Lévy process to cross curved boundaries
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    Small and large time stability of the time taken for a Lévy process to cross curved boundaries (English)
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    19 March 2013
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    Levy process
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    passage times across power law boundary
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    relative stability
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    overshoot random walk
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