Completely asymmetric Lévy processes confined in a finite interval

A. Lambert

Annales de l'I.H.P. Probabilités et statistiques (2000)

  • Volume: 36, Issue: 2, page 251-274
  • ISSN: 0246-0203

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Lambert, A.. "Completely asymmetric Lévy processes confined in a finite interval." Annales de l'I.H.P. Probabilités et statistiques 36.2 (2000): 251-274. <http://eudml.org/doc/77658>.

@article{Lambert2000,
author = {Lambert, A.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Lévy process; two-sided exit problem; conditional law; -transform; Mittag-Leffler function; excursion measure},
language = {eng},
number = {2},
pages = {251-274},
publisher = {Gauthier-Villars},
title = {Completely asymmetric Lévy processes confined in a finite interval},
url = {http://eudml.org/doc/77658},
volume = {36},
year = {2000},
}

TY - JOUR
AU - Lambert, A.
TI - Completely asymmetric Lévy processes confined in a finite interval
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2000
PB - Gauthier-Villars
VL - 36
IS - 2
SP - 251
EP - 274
LA - eng
KW - Lévy process; two-sided exit problem; conditional law; -transform; Mittag-Leffler function; excursion measure
UR - http://eudml.org/doc/77658
ER -

References

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