The law of the supremum of a stable Lévy process with no negative jumps
2008
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Details
Title
The law of the supremum of a stable Lévy process with no negative jumps
Author(s)
Bernyk, Violetta ; Dalang, Robert C. ; Peskir, Goran
Published in
Annals of Applied Probability
Volume
36
Issue
5
Pages
1777-1789
Date
2008
Other identifier(s)
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
Published
Scientific production and competences > SB - School of Basic Sciences > Mathematics
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Record creation date
2008-12-01