On the scaling property in fluctuation theory for stable Lévy processes (Q2882302)
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scientific article; zbMATH DE number 6030173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the scaling property in fluctuation theory for stable Lévy processes |
scientific article; zbMATH DE number 6030173 |
Statements
4 May 2012
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fluctuation theory
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scaling property
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Lévy processes
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stable processes
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overshoots
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first passage time
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On the scaling property in fluctuation theory for stable Lévy processes (English)
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