Parisian quasi-stationary distributions for asymmetric Lévy processes
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Publication:2406780
DOI10.1016/j.spl.2017.03.011zbMath1379.60052arXiv1404.3367OpenAlexW2963756075MaRDI QIDQ2406780
Zbigniew Palmowski, Irmina Czarna
Publication date: 6 October 2017
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1404.3367
Processes with independent increments; Lévy processes (60G51) Optimal stochastic control (93E20) Markov processes (60J99)
Related Items (2)
Parisian ruin probability - the De Vylder type approximation ⋮ Yaglom limit for unimodal Lévy processes
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