Distributional properties of solutions of $dV_t = V_{t-}dU_t + dL_t$ with Lévy noise

Research output: Contribution to journal › Research article › Contributed › peer-review

Contributors

  • Anita Behme - , Technical University of Braunschweig (Author)

Details

Original languageEnglish
Pages (from-to)688-711
JournalAdvances in Applied Probability
Volume43
Issue number3
Publication statusPublished - 2011
Peer-reviewedYes
Externally publishedYes

External IDs

Scopus 80053430747

Keywords