First passage problems over increasing boundaries for L\'evy processes with exponentially decayed L\'evy measures
Teoriâ veroâtnostej i ee primeneniâ, Tome 61 (2016) no. 1, pp. 186-198
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@article{TVP_2016_61_1_a11,
author = {Sh. Kaji},
title = {First passage problems over increasing boundaries for {L\'evy} processes with exponentially decayed {L\'evy} measures},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {186--198},
publisher = {mathdoc},
volume = {61},
number = {1},
year = {2016},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_2016_61_1_a11/}
}
TY - JOUR AU - Sh. Kaji TI - First passage problems over increasing boundaries for L\'evy processes with exponentially decayed L\'evy measures JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2016 SP - 186 EP - 198 VL - 61 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2016_61_1_a11/ LA - en ID - TVP_2016_61_1_a11 ER -
%0 Journal Article %A Sh. Kaji %T First passage problems over increasing boundaries for L\'evy processes with exponentially decayed L\'evy measures %J Teoriâ veroâtnostej i ee primeneniâ %D 2016 %P 186-198 %V 61 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2016_61_1_a11/ %G en %F TVP_2016_61_1_a11
Sh. Kaji. First passage problems over increasing boundaries for L\'evy processes with exponentially decayed L\'evy measures. Teoriâ veroâtnostej i ee primeneniâ, Tome 61 (2016) no. 1, pp. 186-198. http://geodesic.mathdoc.fr/item/TVP_2016_61_1_a11/