Article ID Journal Published Year Pages File Type
1155685 Stochastic Processes and their Applications 2012 42 Pages PDF
Abstract
This approach relies partly on results on the tail distribution of the extinction time, which is known to be distributed as the exponential functional of a Lévy process. In that aim, new results on such tail distributions are given, which may be of independent interest.
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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