Barriers, exit time and survival probability for unimodal Lévy processes
type: Item
instance of: scholarly article
title: Barriers, exit time and survival probability for unimodal Lévy processes
zbMATH Open document ID: 1317.31016
author: Tomasz Grzywny
author: Michał Ryznar
author: Krzysztof Bogdan
publication date: 2015-06-19T00:00:00Z
full work available at URL: https://arxiv.org/abs/1307.0270
Mathematics Subject Classification ID: 31B25
Mathematics Subject Classification ID: 60J50
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60J35
zbMATH DE Number: 6447697
zbMATH Keywords: Lévy-Khintchine exponent
zbMATH Keywords: unimodal isotropic Lévy process
zbMATH Keywords: Lévy measure
zbMATH Keywords: first exit time
zbMATH Keywords: survival probability
zbMATH Keywords: superharmonic functions
MaRDI profile type: Publication
OpenAlex ID: W2048543698
Wikidata QID: Q59404957
arXiv ID: 1307.0270
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DOI: 10.1007/S00440-014-0568-6
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article