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Explicit formula for the supremum distribution of a spectrally negative stable process - MaRDI portal

Explicit formula for the supremum distribution of a spectrally negative stable process (Q742970)

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Explicit formula for the supremum distribution of a spectrally negative stable process
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    Explicit formula for the supremum distribution of a spectrally negative stable process (English)
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    22 September 2014
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    Lévy process
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    stable process
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    supremum distribution
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