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- W3009992877 abstract "A NOTE ON FIRST PASSAGE PROBABILITIES OF A LÉVY PROCESS REFLECTED AT A GENERAL BARRIERIn this paper we analyze a Lévy process reflected at a general possibly random barrier. For this process we prove the Central Limit Theorem for the first passage time. We also give the finite-time first passage probability asymptotics." @default.
- W3009992877 created "2020-03-13" @default.
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- W3009992877 date "2018-05-14" @default.
- W3009992877 modified "2023-10-18" @default.
- W3009992877 title "A note on first passage probabilities of a Lévy process reflected at a general barrier" @default.
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- W3009992877 doi "https://doi.org/10.19195/0208-4147.37.2.13" @default.
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