STABILITY OF THE OVERSHOOT FOR LÉVY PROCESSES
By R. Doney, Ross Maller. 2002
47 citations recorded by the source corpus.
Subfields: Finance, Management Science and Operations Research, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/638b36ad61dd8e53227d9e2400b9a06cdbf4720d
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- L. Chaumont
- María Emilia Caballero
- Vincent Vigon
- Pierre Patie
- Alexey Kuznetsov
- Andreas E. Kyprianou
- Juan Carlos Pardo
- Juan Carlos Pardo Millan
In Management Science and Operations Research
- L. Chaumont
- María Emilia Caballero
- Vincent Vigon
- Alexey Kuznetsov
- Andreas E. Kyprianou
- Juan Carlos Pardo
- E. Kyprianou
- Friedrich Hubalek
In Mathematical Physics
- L. Chaumont
- María Emilia Caballero
- Vincent Vigon
- Andreas E. Kyprianou
- Pierre Patie
- Alexey Kuznetsov
- E. Kyprianou
- Friedrich Hubalek
Citations in the corpus
- Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes (2004, methodology): “This makes our expression of the integral J slightly different from the one which is given in [10].”
- Votre Lévy Rampe‐T‐IL? (2002, background): “Dans ce même article [3], Doney et Maller montrent que X rampe vers le haut ⇐⇒ lim x→0 XTx x = 1 p.”