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A Lévy Process whose Jumps are Dragged by a Spherical Dynamical System
Published online by Cambridge University Press: 14 July 2016
Abstract
We investigate the large scale behaviour of a Lévy process whose jump magnitude follows a stable law with spherically inhomogenous scaling coefficients. Furthermore, the jumps are dragged in the spherical direction by a dynamical system which has an attractor.
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- Research Article
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- Copyright © Applied Probability Trust 2007