The maximum of a Lévy process reflected at a general barrier
Research output: Contribution to journal › Journal article › Research › peer-review
Udgivelsesdato: July
Original language | English |
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Journal | Stochastic Processes and Their Applications |
Volume | 119 |
Issue number | 7 |
Pages (from-to) | 2336-2356 |
Number of pages | 20 |
ISSN | 0304-4149 |
Publication status | Published - 2009 |
ID: 12492337