Extinction Time of Non-Markovian Self-Similar Processes, Persistence, Annihilation of Jumps and the Fréchet Distribution
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DOI: 10.1007/s10955-019-02279-3
Abstract: We start by providing an explicit characterization and analytical properties, including the persistence phenomena, of the distribution of the extinction time $$\mathbb {T}$$T of a class of non-Markovian self-similar stochastic processes with two-sided jumps that… read more here.
Keywords: self similar; non markovian; markovian self; extinction time ... See more keywords