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On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models
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- Journal:
- Journal of Applied Probability / Volume 55 / Issue 4 / December 2018
- Published online by Cambridge University Press:
- 16 January 2019, pp. 1272-1286
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- December 2018
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Realization of an Ergodic Markov Chain as a Random Walk Subject to a Synchronizing Road Coloring
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- Journal:
- Journal of Applied Probability / Volume 48 / Issue 3 / September 2011
- Published online by Cambridge University Press:
- 14 July 2016, pp. 766-777
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- September 2011
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Wiener integral for the coordinate process under the σ-finite measure unifying Brownian penalisations
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- Journal:
- ESAIM: Probability and Statistics / Volume 15 / 2011
- Published online by Cambridge University Press:
- 15 October 2010, pp. S69-S84
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- 2011
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