Tail probabilities of subadditive functionals of Lévy processes
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Tail probabilities of subadditive functionals of Lévy processes. / Braverman, Michael; Mikosch, Thomas Valentin; Samorodnitsky, Gennady.
In: Annals of Applied Probability, Vol. 12, No. 1, 2002, p. 69-100.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Braverman, M, Mikosch, TV & Samorodnitsky, G 2002, 'Tail probabilities of subadditive functionals of Lévy processes', Annals of Applied Probability, vol. 12, no. 1, pp. 69-100.
APA
Braverman, M., Mikosch, T. V., & Samorodnitsky, G. (2002). Tail probabilities of subadditive functionals of Lévy processes. Annals of Applied Probability, 12(1), 69-100.
Vancouver
Braverman M, Mikosch TV, Samorodnitsky G. Tail probabilities of subadditive functionals of Lévy processes. Annals of Applied Probability. 2002;12(1):69-100.
Author
Bibtex
@article{a116e03074c211dbbee902004c4f4f50,
title = "Tail probabilities of subadditive functionals of L{\'e}vy processes",
author = "Michael Braverman and Mikosch, {Thomas Valentin} and Gennady Samorodnitsky",
year = "2002",
language = "English",
volume = "12",
pages = "69--100",
journal = "Annals of Applied Probability",
issn = "1050-5164",
publisher = "Institute of Mathematical Statistics",
number = "1",
}
RIS
TY - JOUR
T1 - Tail probabilities of subadditive functionals of Lévy processes
AU - Braverman, Michael
AU - Mikosch, Thomas Valentin
AU - Samorodnitsky, Gennady
PY - 2002
Y1 - 2002
M3 - Journal article
VL - 12
SP - 69
EP - 100
JO - Annals of Applied Probability
JF - Annals of Applied Probability
SN - 1050-5164
IS - 1
ER -
ID: 79173