Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155685 | Stochastic Processes and their Applications | 2012 | 42 Pages |
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
Bénédicte Haas, VÃctor Rivero,