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Article Dans Une Revue Stochastic Processes and their Applications Année : 2012

A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion

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hal-01610706 , version 1 (05-10-2017)

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Landy Rabehasaina. A Markov additive risk process in dimension 2 perturbed by a fractional Brownian motion. Stochastic Processes and their Applications, 2012, 122 (8), pp.2925 - 2960. ⟨10.1016/j.spa.2012.05.006⟩. ⟨hal-01610706⟩
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