Limiting laws and penalization of certain L\'evy processes by a function of their maximum
Teoriâ veroâtnostej i ee primeneniâ, Tome 55 (2010) no. 3, pp. 530-547
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@article{TVP_2010_55_3_a6,
author = {L. Nguyen-Ngoc},
title = {Limiting laws and penalization of certain {L\'evy} processes by a function of their maximum},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {530--547},
publisher = {mathdoc},
volume = {55},
number = {3},
year = {2010},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_2010_55_3_a6/}
}
TY - JOUR AU - L. Nguyen-Ngoc TI - Limiting laws and penalization of certain L\'evy processes by a function of their maximum JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2010 SP - 530 EP - 547 VL - 55 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2010_55_3_a6/ LA - en ID - TVP_2010_55_3_a6 ER -
L. Nguyen-Ngoc. Limiting laws and penalization of certain L\'evy processes by a function of their maximum. Teoriâ veroâtnostej i ee primeneniâ, Tome 55 (2010) no. 3, pp. 530-547. http://geodesic.mathdoc.fr/item/TVP_2010_55_3_a6/