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This article is cited in 1 scientific paper (total in 1 paper)
Limiting laws and penalization of certain Lévy processes by a function of their maximum
L. Nguyen-Ngoc Université Paris XII Val de Marne
Received: 23.04.2007
Citation:
L. Nguyen-Ngoc, “Limiting laws and penalization of certain Lévy processes by a function of their maximum”, Teor. Veroyatnost. i Primenen., 55:3 (2010), 530–547; Theory Probab. Appl., 55:3 (2011), 444–459
Linking options:
https://www.mathnet.ru/eng/tvp4240https://doi.org/10.4213/tvp4240 https://www.mathnet.ru/eng/tvp/v55/i3/p530
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Abstract page: | 368 | Full-text PDF : | 173 | References: | 54 |
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