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Non-random overshoots of L\'evy processes - MaRDI portal

Non-random overshoots of L\'evy processes (Q5500147)

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scientific article; zbMATH DE number 6470724
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Non-random overshoots of L\'evy processes
scientific article; zbMATH DE number 6470724

    Statements

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    5 August 2015
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    Lévy processes
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    overshoots
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    first entrance/passage times
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    fluctuation theory
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    math.PR
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