Non-random overshoots of L\'evy processes

zbMath1321.60100arXiv1301.4463MaRDI QIDQ5500147

Matija Vidmar

Publication date: 5 August 2015

Full work available at URL: https://arxiv.org/abs/1301.4463

zbMATH Keywords

Lévy processesfluctuation theoryovershootsfirst entrance/passage times

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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