Hintze, Robert; Pavlyukevich, Ilya Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes. (English) Zbl 1309.60059 Bernoulli 20, No. 1, 265-281 (2014). Reviewer: Thomas Simon (Lille) MSC: 60H10 60G51 60G52 PDFBibTeX XMLCite \textit{R. Hintze} and \textit{I. Pavlyukevich}, Bernoulli 20, No. 1, 265--281 (2014; Zbl 1309.60059) Full Text: DOI arXiv Euclid
Łaukajtys, Weronika; Słomiński, Leszek Penalization methods for the Skorokhod problem and reflecting SDEs with jumps. (English) Zbl 1296.60152 Bernoulli 19, No. 5A, 1750-1775 (2013). Reviewer: Andrew Dale (Durban) MSC: 60H10 PDFBibTeX XMLCite \textit{W. Łaukajtys} and \textit{L. Słomiński}, Bernoulli 19, No. 5A, 1750--1775 (2013; Zbl 1296.60152) Full Text: DOI arXiv