Formula for the supremum distribution of a spectrally positive L\'evy process

In this article we derive formula for probability $\Prob(\sup_{t\leq T} (X(t)-ct)>u) $w h e r e$ X={X(t)} $i s a s p e c t r a l l y p o s i t i v e L \overset{ˊ}{e} v y p r o c e s s a n d$ c\in\RL$. As an example we investigate the inverse Gaussian L'evy process.

Formula for the supremum distribution of a spectrally positive L\'evy process

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Formula for the supremum distribution of a spectrally positive L\'evy process

文献摘要

讨论

讲解博客

AI智能校验

Formula for the supremum distribution of a spectrally positive L\'evy process

文献摘要

讨论

|讲解博客

|AI智能校验

Formula for the supremum distribution of a spectrally positive L\'evy process

文献摘要

讨论

|讲解博客

|AI智能校验

讲解博客

AI智能校验

讲解博客

AI智能校验