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The sticky Lévy process as a solution to a time change equation - MaRDI portal

The sticky Lévy process as a solution to a time change equation (Q6058867)

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scientific article; zbMATH DE number 7759041
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The sticky Lévy process as a solution to a time change equation
scientific article; zbMATH DE number 7759041

    Statements

    title
    The sticky Lévy process as a solution to a time change equation (English)
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    author
    Miriam Ramírez
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    Gerónimo Uribe Bravo
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    publication date
    1 November 2023
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    zbMATH Keywords
    time-change equations
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    sticky boundary behavior
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    Lévy processes
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    cites work
    Q4888858
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    Q4269108
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    Q4213625
    0 references
    Q3721531
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    Q2774021
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    Q4435813
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    Q5549432
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    Q4226355
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    Q4349221
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    Identifiers

    arXiv ID
    2301.00063
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    zbMATH DE Number
    7759041
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