Stopped Levy processes with applications to first passage times
1996 (English)In: STATISTICS & PROBABILITY LETTERS, Vol. 28, no 4, 345-352 p.Article in journal (Other scientific) Published
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.
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
IdentifiersURN: urn:nbn:se:uu:diva-27019OAI: oai:DiVA.org:uu-27019DiVA: diva2:54913
Addresses: UPPSALA UNIV, DEPT MATH, S-75106 UPPSALA, SWEDEN.2008-10-172008-10-172011-01-15