First exit times for Lévy-driven diffusions with exponentially light jumps
Imkeller, Peter, Pavlyukevich, Ilya, Wetzel, TorstenVolume:
37
Language:
english
Journal:
The Annals of Probability
DOI:
10.1214/08-AOP412
Date:
March, 2009
File:
PDF, 308 KB
english, 2009