Exit Problems for Lévy and Markov Processes with One-Sided Jumps and Related Topics

Exit problems for one-dimensional Lévy processes are easier when jumps only occur in one direction. In the last few years, this intuition became more precise: we know now that a wide variety of identities for exit problems of spectrally-negative Lévy processes may be ergonomically expressed in ter...

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Bibliographic Details
Other Authors: Avram, Florin (Editor)
Format: Electronic Book Chapter
Language:English
Published: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute 2021
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