Path decomposition of a reflected Lévy process on first passage over high levels (Q2074980)
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scientific article; zbMATH DE number 7472516
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path decomposition of a reflected Lévy process on first passage over high levels |
scientific article; zbMATH DE number 7472516 |
Statements
Path decomposition of a reflected Lévy process on first passage over high levels (English)
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11 February 2022
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Lévy process
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reflected process
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convolution equivalence
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first passage time
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overshoot
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0.8115330934524536
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0.7915313839912415
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0.782245397567749
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0.7779449224472046
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