Level crossing times for certain processes without positive jumps

zbMath0883.60073MaRDI QIDQ1365485

Pierre Vallois, Marco E. Dozzi

Publication date: 16 March 1998

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

zbMATH Keywords

level crossingcàdlàg processupcrossing and down crossing

Mathematics Subject Classification ID

Related Items (2)

First passage time law for some Lévy processes with compound Poisson: existence of a density ⋮ Sensitivity analysis and density estimation for finite-time ruin probabilities

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