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On exit times of Levy-driven Ornstein–Uhlenbeck processes

On exit times of Levy-driven Ornstein–Uhlenbeck processes

Konstantin Borovkov, Alexander Novikov
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Volume:
78
Year:
2008
Language:
english
Pages:
9
DOI:
10.1016/j.spl.2008.01.017
File:
PDF, 265 KB
english, 2008
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