Exit Problems for Lévy and Markov Processes with One-Sided Jumps and Related Topics
Exit problems for one-dimensional Lévy processes are easier when jumps only occur in one direction. In the last few years, this intuition became more precise: we know now that a wide variety of identities for exit problems of spectrally-negative Lévy processes may be ergonomically expressed in terms...
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| Year of Publication: | 2021 |
| Language: | English |
| Physical Description: | 1 electronic resource (218 p.) |
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