Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
3 articles.
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1. Subordinators at First Passage and Renewal Measures;Fluctuations of Lévy Processes with Applications;2014
2. Pure jump increasing processes and the change of variables
formula;Electronic Communications in Probability;2013-01-01
3. The Time at which a Lévy Process Creeps;Electronic Journal of Probability;2011-01-01