Passage Time and Fluctuation Calculations for Subexponential Levy Processes

Citation

Doney, R., Kluppelberg, C., and Maller, R. 2016, 'Passage Time and Fluctuation Calculations for Subexponential Levy Processes', Bernoulli; 22, 1491-1519.

Year

2016

Field of Research

  • Stochastic Analysis And Modelling

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