First passage times of L\'evy processes over a one-sided moving boundary (Q5500146)
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scientific article; zbMATH DE number 6470723
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First passage times of L\'evy processes over a one-sided moving boundary |
scientific article; zbMATH DE number 6470723 |
Statements
5 August 2015
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Lévy processes
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first passage times
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moving boundary
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lower tail probabilities
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one-sided small deviations
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survival exponent
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math.PR
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