Tail probabilities of subadditive functionals of Lévy processes

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Standard

Tail probabilities of subadditive functionals of Lévy processes. / Braverman, Michael; Mikosch, Thomas Valentin; Samorodnitsky, Gennady.

I: Annals of Applied Probability, Bind 12, Nr. 1, 2002, s. 69-100.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Braverman, M, Mikosch, TV & Samorodnitsky, G 2002, 'Tail probabilities of subadditive functionals of Lévy processes', Annals of Applied Probability, bind 12, nr. 1, s. 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

Braverman, Michael ; Mikosch, Thomas Valentin ; Samorodnitsky, Gennady. / Tail probabilities of subadditive functionals of Lévy processes. I: Annals of Applied Probability. 2002 ; Bind 12, Nr. 1. s. 69-100.

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