Tempering stable processes
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References listed on IDEAS
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- Sztonyk, Pawel, 2011. "Transition density estimates for jump Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 121(6), pages 1245-1265, June.
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More about this item
KeywordsTempered stable distributions and processes Stable processes Lévy processes Ornstein-Uhlenbeck-type processes Shot noise representations;
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