Up to now,we have some good sufficient conditions(such as Kanda-Forst condition,Raos condition and the extended Kand......

考虑了一类带有随机收益的风险模型,其中投资组合的价格过程用几何Lévy过程刻画。当索赔额具有一致变化分布时,对于索赔额是负象......

In this paper, the authors study the ω-transience and ω-recurrence for Lévy processes with any weight function ω......

这份报纸扩大林，的模型和分析黝黑并且杨(2009 ) 。我们假设金融市场跟随一个切换政体的跳散开模型，死亡满足 L 吗？......

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We consider a class of stochastic Boussinesq equations driven by Lvy processes and establish the uniqueness of its inv......