Fluctuation identities for Lévy processes and splitting at the maximum

Authors
Greenwood Priscilla Pitman Jim
Citation
Greenwood Priscilla et Pitman Jim, Fluctuation identities for Lévy processes and splitting at the maximum, Advances in applied probability , 12(4), 1980, pp. 893-902
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
12
Issue
4
Year of publication
1980
Pages
893 - 902
Database
ACNP
SICI code