Path Decomposition of a Spectrally Negative Levy Process, and Local Time of a Diffusion in This Environment

Vechambre, G

Vechambre, G (reprint author), NYU Shanghai, Off 1133,1555 Century Ave, Shanghai 200122, Peoples R China.; Vechambre, G (reprint author), NYU Shanghai, NYU ECNU Inst Math Sci, 3663 Zhongshan Rd North, Shanghai 200062, Peoples R China.

MARKOV PROCESSES AND RELATED FIELDS, 2018; 24 (4): 563

Abstract

We study the convergence in distribution of the supremum of the local time and of the favorite site for a transient diffusion in a spectrally negative......

Full Text Link


Links

期刊讨论 | 中国SCI论文 | 期刊主页 | 投稿经验 | 杂志官网 | 投稿链接 | 作者需知 | PMC链接 | Pubmed全文检索