Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection (Q3006672)
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English | Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection |
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Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection (English)
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20 June 2011
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Lévy process
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reflecting barriers
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reflected Lévy process
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loss rate
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local time
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stationary distribution
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stable process
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uniform integrability
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