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The law of the supremum of a stable Lévy process with no negative jumps

Bernyk, Violetta ; Dalang, Robert C. ; Peskir, Goran

Published in:
Annals of Applied Probability, 36, 5, 1777-1789
Year:
2008
DOI:
10.1214/07-AOP376
Other identifiers:
View record in Web of Science
Laboratories:
PROB

Record appears in:
Scientific production and competences > SB - School of Basic Sciences > MATH - Institute of Mathematics > PROB - Chair of Probability
Scientific production and competences > SB - School of Basic Sciences > Mathematics
Peer-reviewed publications
Work produced at EPFL
Journal Articles
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 Record created 2008-12-01, last modified 2019-12-05

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