A note on first passage probabilities of a L\'evy process reflected at a general barrier (Q4578306)
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scientific article; zbMATH DE number 6914923
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on first passage probabilities of a L\'evy process reflected at a general barrier |
scientific article; zbMATH DE number 6914923 |
Statements
8 August 2018
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reflected Lévy process
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central limit theorem
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asymptotics
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first-passage probability
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math.PR
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