Local time penalizations with various clocks for Lévy processes (Q2685142)
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scientific article; zbMATH DE number 7655251
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| default for all languages | No label defined |
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| English | Local time penalizations with various clocks for Lévy processes |
scientific article; zbMATH DE number 7655251 |
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Local time penalizations with various clocks for Lévy processes (English)
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19 February 2023
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conditioning
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limit theorem
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one-dimensional Lévy process
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penalization
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0.8380661606788635
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0.7775672078132629
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0.7622923254966736
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0.7607579827308655
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