On a Lévy process pinned at random time
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DOI: 10.1515/forum-2019-0324
Abstract: Abstract In this paper, our first goal is to rigorously define a Lévy process pinned at random time. Our second task is to establish the Markov property with respect to its completed natural filtration and… read more here.
Keywords: pinned random; process pinned; process; random time ... See more keywords