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Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection - MaRDI portal

Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection (Q3006672)

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Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection
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    Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection (English)
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    20 June 2011
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    Lévy process
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    reflecting barriers
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    reflected Lévy process
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    loss rate
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    local time
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    stationary distribution
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    stable process
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    uniform integrability
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