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"Spectrally Negative Lévy Processes Perturbed by Functionals of ..."

Andreas E. Kyprianou, Curdin Ott (2012)

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DOI: 10.1017/S0021900200012845

access: closed

type: Journal Article

metadata version: 2020-04-16

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Andreas E. Kyprianou, Curdin Ott:
Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum. J. Appl. Probab. 49(4): 1005-1014 (2012)

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