Markov chain approximations to scale functions of Lévy processes. Mijatović, A.; Vidmar, M.; and Jacka, S. Stochastic Process. Appl., 125(10):3932–3957, 2015.
Paper doi bibtex @article{MR3373309,
Author = {Mijatovi\'{c}, Aleksandar and Vidmar, Matija and Jacka, Saul},
Date-Added = {2019-06-17 17:26:55 -0500},
Date-Modified = {2019-06-17 17:26:55 -0500},
Doi = {10.1016/j.spa.2015.05.012},
Fjournal = {Stochastic Processes and their Applications},
Issn = {0304-4149},
Journal = {Stochastic Process. Appl.},
Mrclass = {60G51 (60J27)},
Mrnumber = {3373309},
Mrreviewer = {Barbara Martinucci},
Number = {10},
Pages = {3932--3957},
Title = {Markov chain approximations to scale functions of {L}\'{e}vy processes},
Url = {https://doi.org/10.1016/j.spa.2015.05.012},
Volume = {125},
Year = {2015},
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