Exact and asymptotic n-tuple laws at first and last passage (2010)

First Author: Kyprianou A
Attributed to:  L\'evy processes optimal stopping problems and stochastic games funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/09-aap626

Publication URI: http://dx.doi.org/10.1214/09-aap626

Type: Journal Article/Review

Parent Publication: The Annals of Applied Probability

Issue: 2