Asymptotics for the First Passage Times of Lévy Processes and Random Walks

Denis Denisov, Vsevolod Shneer. Asymptotics for the First Passage Times of Lévy Processes and Random Walks. J. Applied Probability, 50(1):64-84, 2013. [doi]

Authors

Denis Denisov

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Vsevolod Shneer

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