Aarhus University Seal / Aarhus Universitets segl

Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalStochastic Processes and Their Applications
Volume127
Issue2
Pages (from-to)643-656
Number of pages14
ISSN0304-4149
DOIs
Publication statusPublished - 2017
Externally publishedYes

See relations at Aarhus University Citationformats

ID: 116694592