The sticky Lévy process as a solution to a time change equation
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Publication:6058867
DOI10.1016/j.jmaa.2023.127742zbMath1525.60056arXiv2301.00063MaRDI QIDQ6058867
Miriam Ramírez, Gerónimo Uribe Bravo
Publication date: 1 November 2023
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2301.00063
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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