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20172026
most citedRisk-sensitive control of reflected diffusion processes on orthrant

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math.PR2023

Lévy processes with jumps governed by lower incomplete gamma subordinator and its variations

Meena Sanjay Babulal, Sunil Kumar Gauttam, Aditya Maheshwari

In this paper, we study the Lévy process time-changed by independent Lévy subordinators, namely, the incomplete gamma subordinator, the -jumps incomplete gamma subordinator and…