Suprema and sojourn times of Lévy processes with exponential tails
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Publication:1275930
DOI10.1016/S0304-4149(97)00031-8zbMath0915.60050MaRDI QIDQ1275930
Publication date: 14 January 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
60E07: Infinitely divisible distributions; stable distributions
60G07: General theory of stochastic processes
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