Tail probabilities of subadditive functionals of Lévy processes

Michael Braverman, Thomas Valentin Mikosch, Gennady Samorodnitsky

13 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Annals of Applied Probability
Vol/bind	12
Udgave nummer	1
Sider (fra-til)	69-100
ISSN	1050-5164
Status	Udgivet - 2002

Citationsformater

@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",

}