Refracted Lévy processes

Annales de l'Institut Henri Poincare (B) Probability and Statistics 2010 / 02 Vol. 46; Iss. 1

Refracted Lévy processes

Kyprianou, A. E., Loeffen, R. L.
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Volume:
46
Journal:
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
DOI:
10.1214/08-AIHP307
Date:
February, 2010
File:
PDF, 281 KB
2010
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