Local time penalizations with various clocks for Lévy processes (Q2685142)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local time penalizations with various clocks for Lévy processes |
scientific article |
Statements
Local time penalizations with various clocks for Lévy processes (English)
0 references
19 February 2023
0 references
conditioning
0 references
limit theorem
0 references
one-dimensional Lévy process
0 references
penalization
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
