Convex minorants and the fluctuation theory of Lévy processes (2022)

First Author: Cázares J
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.