On Lévy processes conditioned to stay positive.
Electronic Journal of Probability [electronic only] (2005)
- Volume: 10, page 948-961
- ISSN: 1083-589X
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topChaumont, L., and Doney, R.A.. "On Lévy processes conditioned to stay positive.." Electronic Journal of Probability [electronic only] 10 (2005): 948-961. <http://eudml.org/doc/127170>.
@article{Chaumont2005,
author = {Chaumont, L., Doney, R.A.},
journal = {Electronic Journal of Probability [electronic only]},
language = {eng},
pages = {948-961},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {On Lévy processes conditioned to stay positive.},
url = {http://eudml.org/doc/127170},
volume = {10},
year = {2005},
}
TY - JOUR
AU - Chaumont, L.
AU - Doney, R.A.
TI - On Lévy processes conditioned to stay positive.
JO - Electronic Journal of Probability [electronic only]
PY - 2005
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 10
SP - 948
EP - 961
LA - eng
UR - http://eudml.org/doc/127170
ER -
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