scientific article; zbMATH DE number 3263684
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Publication:5549432
Cited in
(10)- Limit theorems for local times and applications to SDEs with jumps
- On a stochastic process with switchings
- Lipschitz minorants of Brownian motion and Lévy processes
- Exit Properties of Stochastic Processes with Stationary Independent Increments
- Dini derivatives and regularity for exchangeable increment processes
- Zero-One Laws and the Minimum of a Markov Process
- The convex minorant of a Lévy process
- Hitting probabilities for Lévy processes on the real line
- Shifting processes with cyclically exchangeable increments at random
- The sticky Lévy process as a solution to a time change equation
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