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The uniform local asymptotics for a Lévy process and its overshoot and undershoot - MaRDI portal

The uniform local asymptotics for a Lévy process and its overshoot and undershoot (Q2807758)

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scientific article; zbMATH DE number 6584953
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English
The uniform local asymptotics for a Lévy process and its overshoot and undershoot
scientific article; zbMATH DE number 6584953

    Statements

    The uniform local asymptotics for a Lévy process and its overshoot and undershoot (English)
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    25 May 2016
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    uniform local asymptotics
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    Lévy processes
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    overshoot
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    undershoot
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    finite-time ruin probability
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    local ruin probability
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