A note on first passage functionals for Lévy processes with jumps of rational Laplace transforms

DOI10.1155/2016/5914657zbMath1470.60233OpenAlexW2533717175WikidataQ59121543 ScholiaQ59121543MaRDI QIDQ1669250

Djilali Ait Aoudia

Publication date: 30 August 2018

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2016/5914657

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sample path properties (60G17) Jump processes on discrete state spaces (60J74)

Cites Work

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