Hitting distributions of α-stable processes via path censoring and self-similarity

Andreas Kyprianou, J. C. Pardo, Alexander Watson

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

32 Citations (SciVal)

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Finished
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