Occupation times of refracted Lévy processes (Q482802): Difference between revisions
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Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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Property / zbMATH DE Number: 6383601 / rank | |||
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refracted Lévy processes | |||
Property / zbMATH Keywords: refracted Lévy processes / rank | |||
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occupation times | |||
Property / zbMATH Keywords: occupation times / rank | |||
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fluctuation theory | |||
Property / zbMATH Keywords: fluctuation theory / rank | |||
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stochastic differential equations | |||
Property / zbMATH Keywords: stochastic differential equations / rank | |||
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Revision as of 19:44, 30 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Occupation times of refracted Lévy processes |
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Occupation times of refracted Lévy processes (English)
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6 January 2015
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refracted Lévy processes
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occupation times
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fluctuation theory
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stochastic differential equations
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