Kendall's identity for the first crossing time revisited.

Borovkov, K., and Burq, Z.. "Kendall's identity for the first crossing time revisited.." Electronic Communications in Probability [electronic only] 6 (2001): 91-94. <http://eudml.org/doc/122490>.

@article{Borovkov2001,
author = {Borovkov, K., Burq, Z.},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {skip-free Lévy process; first crossing time; change of measure},
language = {eng},
pages = {91-94},
publisher = {University of Washington},
title = {Kendall's identity for the first crossing time revisited.},
url = {http://eudml.org/doc/122490},
volume = {6},
year = {2001},
}

TY - JOUR
AU - Borovkov, K.
AU - Burq, Z.
TI - Kendall's identity for the first crossing time revisited.
JO - Electronic Communications in Probability [electronic only]
PY - 2001
PB - University of Washington
VL - 6
SP - 91
EP - 94
LA - eng
KW - skip-free Lévy process; first crossing time; change of measure
UR - http://eudml.org/doc/122490
ER -