D.Z. Kucerovsky
Department of Mathematics and Statistics, University of New Brunswick, Fredericton, N.B. Canada E3B 5A3.
[ 1 ] - A weak approximation for the Extrema's distributions of Levy processes
Suppose that $X_{t}$ is a one-dimensional and real-valued L'evy process started from $X_0=0$, which ({bf 1}) its nonnegative jumps measure $nu$ satisfying $int_{Bbb R}min{1,x^2}nu(dx)
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