The local time of the Markov processes of Ornstein–Uhlenbeck type
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References listed on IDEAS
- Sato, Ken-iti & Yamazato, Makoto, 1984. "Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type," Stochastic Processes and their Applications, Elsevier, vol. 17(1), pages 73-100, May.
- Imkeller, P. & Pavlyukevich, I., 2006. "First exit times of SDEs driven by stable Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 116(4), pages 611-642, April.
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KeywordsLocal time; Markov process of Ornstein–Uhlenbeck type; Lévy process;
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