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Stopped Levy processes with applications to first passage times
Uppsala University.
1996 (English)In: STATISTICS & PROBABILITY LETTERS, Vol. 28, no 4, 345-352 p.Article in journal (Other scientific) Published
Abstract [en]

Much of this author's work has been devoted to stopped random walks with applications to renewal theory etc. Some results have earlier been generalized to Levy processes. The purpose of the present paper is to present some further generalizations of this

Place, publisher, year, edition, pages
ELSEVIER SCIENCE BV , 1996. Vol. 28, no 4, 345-352 p.
Keyword [en]
Levy process; first passage time; strong law of large numbers; central limit theorem; law of the iterated logarithm; stopped two-dimensional Levy process; perturbed Levy process
Identifiers
URN: urn:nbn:se:uu:diva-27019OAI: oai:DiVA.org:uu-27019DiVA: diva2:54913
Note
Addresses: UPPSALA UNIV, DEPT MATH, S-75106 UPPSALA, SWEDEN.Available from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-01-15

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