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Teoriya Veroyatnostei i ee Primeneniya, 2016, Volume 61, Issue 1, Pages 186–198
DOI: https://doi.org/10.4213/tvp5051
(Mi tvp5051)
 

Short Communications

First passage problems over increasing boundaries for Lévy processes with exponentially decayed Lévy measures

Sh. Kaji

Kyushu Sangyo University
References:
Received: 07.11.2014
Revised: 15.12.2015
English version:
Theory of Probability and its Applications, 2017, Volume 61, Issue 1, Pages 140–151
DOI: https://doi.org/10.1137/S0040585X97T988071
Bibliographic databases:
Document Type: Article
Language: English
Citation: Sh. Kaji, “First passage problems over increasing boundaries for Lévy processes with exponentially decayed Lévy measures”, Teor. Veroyatnost. i Primenen., 61:1 (2016), 186–198; Theory Probab. Appl., 61:1 (2017), 140–151
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp/v61/i1/p186
  • Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
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