Small-time behaviour of Lévy processes.

Doney, R.A.

Electronic Journal of Probability [electronic only] (2004)

  • Volume: 9, page 209-229
  • ISSN: 1083-589X

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Doney, R.A.. "Small-time behaviour of Lévy processes.." Electronic Journal of Probability [electronic only] 9 (2004): 209-229. <http://eudml.org/doc/125621>.

@article{Doney2004,
author = {Doney, R.A.},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {local behavior; Spitzer's condition},
language = {eng},
pages = {209-229},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Small-time behaviour of Lévy processes.},
url = {http://eudml.org/doc/125621},
volume = {9},
year = {2004},
}

TY - JOUR
AU - Doney, R.A.
TI - Small-time behaviour of Lévy processes.
JO - Electronic Journal of Probability [electronic only]
PY - 2004
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 9
SP - 209
EP - 229
LA - eng
KW - local behavior; Spitzer's condition
UR - http://eudml.org/doc/125621
ER -

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