On doubly reflected completely asymmetric Lévy processes

Stochastic Processes and their Applications

Volumn 107, Issue 1, 2003, Pages 131-143

  Pistorius, M R ^a  

^a UTRECHT UNIVERSITY   (Netherlands)

Author keywords

Ergodic; Finite dam; L vy process; Reflected process; Resolvent density

Indexed keywords

EID: 0041340909     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(03)00049-8     Document Type: Article

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