Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes
Work
Year: 2010
Type: article
Source: Statistics & Probability Letters
Authors Mark Veillette, Murad S. Taqqu
Institution Boston University
Cites: 23
Cited by: 30
Related to: 10
FWCI: 0.43
Citation percentile (by year/subfield): 81.08
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green