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On the last exit times for spectrally negative Lévy processes - MaRDI portal

On the last exit times for spectrally negative Lévy processes (Q4684866)

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scientific article; zbMATH DE number 6943573
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On the last exit times for spectrally negative Lévy processes
scientific article; zbMATH DE number 6943573

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    On the last exit times for spectrally negative Lévy processes (English)
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    26 September 2018
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    spectrally negative Lévy process
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    last exit time
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    Gerber-Shiu function
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    occupation time
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