Convex minorants and the fluctuation theory of Lévy processes (2022)
Attributed to:
Coupling and Control in Continuous Time
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.2105.15060
Publication URI: https://alea.impa.br/articles/v19/19-39.pdf
Type: Journal Article/Review
Volume: 19
Parent Publication: ALEA, Lat. Am. J. Probab. Math. Stat.