Limiting laws and penalization of certain Lévy processes by a function of their maximum (Q2882287)
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scientific article; zbMATH DE number 6030158
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting laws and penalization of certain Lévy processes by a function of their maximum |
scientific article; zbMATH DE number 6030158 |
Statements
4 May 2012
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Lévy processes
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martingales
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path decomposition
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Limiting laws and penalization of certain Lévy processes by a function of their maximum (English)
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