Non-uniqueness of the first passage time density of Lévy random processes
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Publication:4660394
DOI10.1088/0305-4470/37/46/L02zbMath1071.60033OpenAlexW2053266836MaRDI QIDQ4660394
Publication date: 21 March 2005
Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/0305-4470/37/46/l02
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25)
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