Kac-Levy Processes

Ratanov, N

Ratanov, N (corresponding author), Univ Rosario, Fac Econ, Calle 12c,4-69, Bogota, DC, Colombia.

JOURNAL OF THEORETICAL PROBABILITY, 2020; 33 (1): 239

Abstract

Markov-modulated Levy processes with two different regimes of restarting are studied. These regimes correspond to the completely renewed process and t......

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