Formula for the supremum distribution of a spectrally positive L\'evy process
Abstract
In this article we derive formula for probability (t≤ T (X(t)-ct)>u) where X=\X(t)\ is a spectrally positive L\'evy process and c∈. As an example we investigate the inverse Gaussian L\'evy process.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.