"The distribution of refracted Lévy processes with jumps having ..."

Jiang Zhou, Lan Wu (2017)

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DOI: 10.1017/JPR.2017.58

access: closed

type: Journal Article

metadata version: 2020-04-16

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Jiang Zhou, Lan Wu:
The distribution of refracted Lévy processes with jumps having rational Laplace transforms. J. Appl. Probab. 54(4): 1167-1192 (2017)

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