ESAIM: Probability and Statistics (ESAIM: P&S)

Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes

Bernard Roynette, Pierre Vallois and Agnès Volpi

ESAIM: PS, 12 (2008) 58-93

Published online: 13 November 2007

DOI: 10.1051/ps:2007034

Bernard Roynette

Pierre Vallois

Agnès Volpi

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