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 |
|---|---|
| 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