Open AccessLimiting laws and penalization of certain Lévy processes by a function of their maximum
Author(s) -
Laurent Nguyen-Ngoc,
Laurent Nguyen-Ngoc
Publication year - 2010
Publication title -
teoriâ veroâtnostej i ee primeneniâ
Language(s) - English
Resource type - Journals
eISSN - 2305-3151
pISSN - 0040-361X
DOI - 10.4213/tvp4240
Subject(s) - limiting , function (biology) , mathematics , law , mathematical economics , political science , engineering , mechanical engineering , evolutionary biology , biology