Boundary Behavior of Harmonic Functions for Truncated Stable Processes
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DOI: 10.1007/s10959-008-0145-y
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- Andrew Matacz, 2000. "Financial Modeling And Option Theory With The Truncated Levy Process," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 143-160.
- S. R. Hurst & Eckhard Platen & S. T. Rachev, 1999. "Option pricing for a logstable asset price model," Published Paper Series 1999-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
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- Marino, L. & Menozzi, S., 2023. "Weak well-posedness for a class of degenerate Lévy-driven SDEs with Hölder continuous coefficients," Stochastic Processes and their Applications, Elsevier, vol. 162(C), pages 106-170.
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Keywords
Green functions; Poisson kernels; Truncated symmetric stable processes; Symmetric stable processes; Harmonic functions; Harnack inequality; Boundary Harnack principle; Martin boundary; Relative Fatou theorem; Relative Fatou type theorem;All these keywords.
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