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20112019
most citedOn optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models

15 citations · 35 across the 12 of their papers we have counts for

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Showing 2014 · math.PRShow all

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math.PR2014

A Random Matrix Approximation for the Non-commutative Fractional Brownian Motion

Juan Carlos Pardo, Victor Pérez-Abreu, José Luis Pérez-Garmendia

A functional limit theorem for the empirical measure-valued process of eigenvalues of a matrix fractional Brownian motion is obtained. It is shown that the limiting measure-valued…