Timeline for Passage Time Distributions for Poisson processes.
Current License: CC BY-SA 3.0
5 events
when toggle format | what | by | license | comment | |
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Sep 30, 2011 at 10:34 | comment | added | kaleidoscop | You should consider the process $Y_t=X_t-at$, which is still a Lévy process, because then it is just first passage time, and you should find many references. | |
Sep 29, 2011 at 22:56 | comment | added | weakstar | Sorry, it's fixed. | |
Sep 29, 2011 at 22:56 | history | edited | weakstar | CC BY-SA 3.0 |
edited body; added 4 characters in body; added 2 characters in body
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Sep 29, 2011 at 22:50 | comment | added | Ori Gurel-Gurevich | What is $N_t$ ? | |
Sep 29, 2011 at 22:18 | history | asked | weakstar | CC BY-SA 3.0 |