✦ LIBER ✦

Fluctuation Identities for Lévy Processes and Splitting at the Maximum

✍ Scribed by Priscilla Greenwood and Jim Pitman

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Fluctuation Identities for Random Walk b

✍ Priscilla Greenwood and Jim Pitman 📂 Article 📅 1980 🏛 Applied Probability Trust 🌐 English ⚖ 333 KB

On the Scaling Property in Fluctuation T

✍ Cordero, F. 📂 Article 📅 2011 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 175 KB

Stability and Attraction to Normality fo

✍ R. A. Doney; R. A. Maller 📂 Article 📅 2002 🏛 Springer US 🌐 English ⚖ 220 KB

Maximum principle for anticipated recurs

✍ Li, Na; Wu, Zhen 📂 Article 📅 2014 🏛 SP Editorial Committee of Applied Mathematics - A 🌐 English ⚖ 267 KB

Time-averaged Einstein relation and fluc

✍ Froemberg, D.; Barkai, E. 📂 Article 📅 2013 🏛 The American Physical Society 🌐 English ⚖ 192 KB

Computing exponential moments of the dis

✍ Liming Feng; Vadim Linetsky 📂 Article 📅 2009 🏛 Springer-Verlag 🌐 English ⚖ 722 KB