arXiv Open Access 2013

Non-random overshoots of Lévy processes

Matija Vidmar

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Abstrak

The class of Levy processes for which overshoots are almost surely constant quantities is precisely characterized.

math.PR

Matija Vidmar

APA MLA BibTeX

Vidmar, M. (2013). Non-random overshoots of Lévy processes. https://arxiv.org/abs/1301.4463

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