Abstract
Recall that by \(p(t,\Delta)\) we denote the probability that a sample of the process \(X_\tau\) remains inside the domain ∆ for \(0\leq\tau\leq t\) (ruin problem).
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Sakhnovich, L.A. (2015). On the Probability that the Lévy Process (Class II) Remains within the Given Domain. In: Integral Equations with Difference Kernels on Finite Intervals. Operator Theory: Advances and Applications, vol 84. Birkhäuser, Cham. https://doi.org/10.1007/978-3-319-16489-2_8
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DOI: https://doi.org/10.1007/978-3-319-16489-2_8
Publisher Name: Birkhäuser, Cham
Print ISBN: 978-3-319-16488-5
Online ISBN: 978-3-319-16489-2
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