Stopped Lévy processes with applications to first passage times
Author/Authors :
Allan Gut، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 1996
Pages :
8
From page :
345
To page :
352
Keywords :
strong law of large numbers , Central limit theorem , first passage time , Levy process , Law of the iteratedlogarithm , Perturbed Levy process , Stopped two-dimensional Levy process
