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A Lévy Process whose Jumps are Dragged by a Spherical Dynamical System
2007
Journal of Applied Probability
Preserved Fulltext
We investigate the large scale behaviour of a Lévy process whose jump magnitude follows a stable law with spherically inhomogenous scaling coefficients. Furthermore, the jumps are dragged in the spherical direction by a dynamical system which has an attractor.
doi:10.1239/jap/1189717541
fatcat:2djgtqrk5fgazjsgwzcvawa63y