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Julien Letemplier, Thomas Simon The area of a spectrally positive stable process stopped at zeroProbability and Mathematical Statistics, 38, z. 1, 2018, Pages (27 - 37) DOI: http://dx.doi.org/10.19195/0208-4147.38.1.2 AbstractDownload article Hitting time, integrated process, stable Lévy process, tail asymptotics |
Mikhail Lifshits, Anargyros Papageorgiou, Henryk Woźniakowski Tractability of multi-parametric Euler and Wiener integrated processesProbability and Mathematical Statistics, 32, z. 1, 2012, Pages (131 - 165) AbstractDownload article Tractability, Wiener process, Euler process, integrated processes, linear approximation |
