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On a Small-Time Limit Behaviorof the Probability That a Lévy Process Stays Positive.

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Bibliographic Details
Title: On a Small-Time Limit Behaviorof the Probability That a Lévy Process Stays Positive.
Authors: Knopova, V.1 vicknopova@googlemail.com
Source: Cybernetics & Systems Analysis. May2016, Vol. 52 Issue 3, p475-480. 6p.
Database: Mathematics Source
Description
ISSN:10600396
DOI:10.1007/s10559-016-9848-8