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Generalized refracted Lévy process and its application to exit problem - MaRDI portal

Generalized refracted Lévy process and its application to exit problem (Q1999919)

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scientific article
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Generalized refracted Lévy process and its application to exit problem
scientific article

    Statements

    title
    Generalized refracted Lévy process and its application to exit problem (English)
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    author
    Kei Noba
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    Kouji Yano
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    publication date
    27 June 2019
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    zbMATH Keywords
    refracted Lévy process
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    excursion theory
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    Identifiers

    zbMATH DE Number
    7074437
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    OpenAlex ID
    W2963595214
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    arXiv ID
    1608.05359
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    Wikidata QID
    Q58331026
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