Penalisation of a stable Lévy process involving its one-sided supremum (Q629787)
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scientific article; zbMATH DE number 5864065
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| English | Penalisation of a stable Lévy process involving its one-sided supremum |
scientific article; zbMATH DE number 5864065 |
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Penalisation of a stable Lévy process involving its one-sided supremum (English)
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10 March 2011
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stable Lévy processes
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reflected Lévy processes
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penalisation
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0.847500205039978
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0.8156833648681641
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0.7964932918548584
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0.7901173233985901
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0.767436683177948
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