Occupation times of refracted Lévy processes
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Publication:482802
DOI10.1007/s10959-013-0501-4zbMath1306.60049arXiv1205.0756OpenAlexW2044739946MaRDI QIDQ482802
Juan Carlos Pardo, José Luis Pérez Garmendia, Andreas E. Kyprianou
Publication date: 6 January 2015
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1205.0756
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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