3 results
Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view
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- Journal:
- Advances in Applied Probability / Volume 48 / Issue 1 / March 2016
- Published online by Cambridge University Press:
- 24 March 2016, pp. 274-297
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- March 2016
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Quantitative Estimates for the Long-Time Behavior of an Ergodic Variant of the Telegraph Process
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- Journal:
- Advances in Applied Probability / Volume 44 / Issue 4 / December 2012
- Published online by Cambridge University Press:
- 04 January 2016, pp. 977-994
- Print publication:
- December 2012
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Pointwise convergence of Boltzmann solutions for grazing collisions in a Maxwell gas via a probabilitistic interpretation
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- Journal:
- ESAIM: Probability and Statistics / Volume 8 / August 2004
- Published online by Cambridge University Press:
- 15 September 2004, pp. 36-55
- Print publication:
- August 2004
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