First passage times over stochastic boundaries for subdiffusive processes (Q5036094)
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scientific article; zbMATH DE number 7479579
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First passage times over stochastic boundaries for subdiffusive processes |
scientific article; zbMATH DE number 7479579 |
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First passage times over stochastic boundaries for subdiffusive processes (English)
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23 February 2022
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first passage time problems
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subdiffusive diffusions
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Wiener-Hopf factorization
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Lévy processes
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time-changed
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inverse subordinator
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semi-regenerative processes
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long-range dependence
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ruin probability
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stable processes
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