Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes
2010 ◽
Vol 80
(7-8)
◽
pp. 697-705
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Keyword(s):
1996 ◽
Vol 28
(4)
◽
pp. 345-352
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2014 ◽
Vol 124
(3)
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pp. 1408-1435
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2015 ◽
Vol 52
(1)
◽
pp. 129-148
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2009 ◽
Vol 12
(4)
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pp. 695-729
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Keyword(s):
2013 ◽
Vol 23
(4)
◽
pp. 1506-1543
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Keyword(s):
2015 ◽
Vol 52
(01)
◽
pp. 129-148
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2015 ◽
Vol 288
(17-18)
◽
pp. 1921-1938
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Keyword(s):
2013 ◽
Vol 50
(1)
◽
pp. 64-84
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Keyword(s):