Fluctuation theory and exit systems for positiveself-similar Markov processes

L Chaumont, Andreas E Kyprianou, Juan-Carlos Pardo, V Rivero

Research output: Contribution to journal › Article › peer-review

25 Citations (SciVal)

174 Downloads (Pure)

2 results

Finished
Fluctuaction Theory of Positive Self-Similar Markov and Levy
Kyprianou, A. (PI)
The Royal Society
1/04/08 → 30/06/08
Project: Research council
LEVY PROCESSES OPTIMAL STOPPING PROBLEMS AND STOCHASTIC GAME S
Kyprianou, A. (PI)
Engineering and Physical Sciences Research Council
1/01/07 → 31/12/09
Project: Research council