Limiting laws and penalization of certain Lévy processes by a function of their maximum (Q2882287)
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scientific article; zbMATH DE number 6030158
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| English | Limiting laws and penalization of certain Lévy processes by a function of their maximum |
scientific article; zbMATH DE number 6030158 |
Statements
4 May 2012
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Lévy processes
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martingales
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path decomposition
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Limiting laws and penalization of certain Lévy processes by a function of their maximum (English)
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0.7964932918548584
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0.7649115920066833
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0.760331392288208
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0.7570279240608215
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0.7512022256851196
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