Two-sided exit problem for a Spectrally Negative α-Stable Ornstein-Uhlenbeck Process and the Wright's generalized hypergeometric functions
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Date
2007Type
- Journal Article
ETH Bibliography
yes
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Publication status
publishedJournal / series
Electronic Communications in ProbabilityVolume
Pages / Article No.
Publisher
Institute of Mathematical StatisticsOrganisational unit
03440 - Delbaen, Freddy
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ETH Bibliography
yes
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