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> The law of the supremum of a stable Lévy process with no negative jumps
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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
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Record created 2008-12-01, last modified 2018-03-17
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