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Fluctuation theory and exit systems for positive self-similar Markov processes (2012)

First Author: Chaumont L

Attributed to: L\'evy processes optimal stopping problems and stochastic games funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1214/10-aop612

Publication URI: http://dx.doi.org/10.1214/10-aop612

Type: Journal Article/Review

Parent Publication: The Annals of Probability

Issue: 1