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Distributional properties of solutions of dVt = Vt-dUt + dLt with Lévy noise
- Part of
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- Journal:
- Advances in Applied Probability / Volume 43 / Issue 3 / September 2011
- Published online by Cambridge University Press:
- 01 July 2016, pp. 688-711
- Print publication:
- September 2011
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- Article
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