Now showing items 1-2 of 2

    • Censored stable processes 

      Burdzy, Krzysztof; Bogdan, Krzysztof; Chen, Zhen-Qing (Springer-Verlag GmbH, 2003-09)
      We present several constructions of a "censored stable process" in an open set D [is an element of the subset] R [to the power of] n, i.e., a symmetric stable process which is not allowed to jump outside D. We address ...
    • Ito formula for an asymptotically 4-stable process 

      Burdzy, Krzysztof; Madrecki, Andrzej (Institute of Mathematical Statistics, 1996-02)
      An Ito-type formula is given for an asymptotically 4-stable process.