Joint distributions of the the infimum, supremum, and end of a Brownian motion with jumps

DOI10.1007/s10958-013-1157-4zbMath1272.60058OpenAlexW2031529658MaRDI QIDQ357235

A. N. Borodin

Publication date: 30 July 2013

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-013-1157-4

zbMATH Keywords

Laplace transformBrownian motion with jumps

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

• Distribution of functionals of some processes with independent increments
• Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps
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