A hitting time for Lévy processes, with application to dams and branching processes

Anthony G. Pakes

Annales de la Faculté des sciences de Toulouse : Mathématiques (1996)

  • Volume: 5, Issue: 3, page 521-544
  • ISSN: 0240-2963

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Pakes, Anthony G.. "A hitting time for Lévy processes, with application to dams and branching processes." Annales de la Faculté des sciences de Toulouse : Mathématiques 5.3 (1996): 521-544. <http://eudml.org/doc/73393>.

@article{Pakes1996,
author = {Pakes, Anthony G.},
journal = {Annales de la Faculté des sciences de Toulouse : Mathématiques},
keywords = {Lévy process; subordinator; hitting time density; dams; branching processes; exponential families; limit theorems},
language = {eng},
number = {3},
pages = {521-544},
publisher = {UNIVERSITE PAUL SABATIER},
title = {A hitting time for Lévy processes, with application to dams and branching processes},
url = {http://eudml.org/doc/73393},
volume = {5},
year = {1996},
}

TY - JOUR
AU - Pakes, Anthony G.
TI - A hitting time for Lévy processes, with application to dams and branching processes
JO - Annales de la Faculté des sciences de Toulouse : Mathématiques
PY - 1996
PB - UNIVERSITE PAUL SABATIER
VL - 5
IS - 3
SP - 521
EP - 544
LA - eng
KW - Lévy process; subordinator; hitting time density; dams; branching processes; exponential families; limit theorems
UR - http://eudml.org/doc/73393
ER -

References

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