Refracted Lévy processes
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Publication:974766
DOI10.1214/08-AIHP307zbMath1201.60042arXiv0801.4655OpenAlexW1498026097MaRDI QIDQ974766
Andreas E. Kyprianou, Ronnie Loeffen
Publication date: 7 June 2010
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0801.4655
Processes with independent increments; Lévy processes (60G51) Stochastic models in economics (91B70) Optimal stochastic control (93E20)
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