Results for Lévy process

Publications & Outputs

1. On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes

   Korshunov, D., 04/2018, In: Stochastic Processes and their Applications. 128, 4, p. 1316-1332 17 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review