On the supremum of an infinitely divisible process-Reference-Cited by-同舟云学术

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On the supremum of an infinitely divisible process

Published:1987 Issue: Volume:26 Page:173-175
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Willekens Eric

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference7 articles.

1. The supremum of a process with stationary independent and symmetric increments;Berman,1986

2. Limit theorems for sojourns of stochastic processes;Berman,1985

3. Subexponentiality and infinite divisibility;Embrechts;Z. Wahrsch. Verw. Geb.,1979

4. Infinitely divisible distributions belonging to the class L(γ);Sgibnev;Sibirsk Mat. Zh.,1987

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