On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations (Q1039172): Difference between revisions
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Latest revision as of 08:46, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations |
scientific article |
Statements
On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations (English)
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20 November 2009
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Brownian motion
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Bessel process
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hitting time
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tauberian theorem
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excursions
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