Penalisation of a stable Lévy process involving its one-sided supremum
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Publication:629787
DOI10.1214/09-AIHP339zbMath1208.60046OpenAlexW2052836064WikidataQ58331051 ScholiaQ58331051MaRDI QIDQ629787
Marc Yor, Yuko Yano, Kouji Yano
Publication date: 10 March 2011
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/240896
Martingales with continuous parameter (60G44) Convergence of probability measures (60B10) Stable stochastic processes (60G52)
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