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

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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

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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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