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On the Wiener–Hopf factorization for Lévy processes with bounded positive jumps

✍ Scribed by A. Kuznetsov; X. Peng


Book ID
113914892
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
493 KB
Volume
122
Category
Article
ISSN
0304-4149

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lévy Processes Are The Natural Continuous-time Analogue Of Random Walks And Form A Rich Class Of Stochastic Processes Around Which A Robust Mathematical Theory Exists. Their Mathematical Significance Is Justified By Their Application In Many Areas Of Classical And Modern Stochastic Models. this Tex