On a small-time limit behavior of the probability that a Lévy process stays positive
type: Item
instance of: scholarly article
title: On a small-time limit behavior of the probability that a Lévy process stays positive
zbMATH Open document ID: 1351.60057
published in: Cybernetics and Systems Analysis
publication date: 2016-11-01T00:00:00Z
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 6646044
zbMATH Keywords: Lévy process
zbMATH Keywords: probability measure
zbMATH Keywords: small time limit
author: V. Knopova
MaRDI profile type: Publication
full work available at URL: s10559-016-9848-8
OpenAlex ID: W2400135840
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DOI: 10.1007/S10559-016-9848-8
description: scientific article; zbMATH DE number 6646044