Publisher
American Mathematical Society (AMS)
Subject
Applied Mathematics,General Mathematics
Cited by
25 articles.
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1. Mark to market value at risk;Journal of Econometrics;2019-01
2. Stopped Random Walks;Springer Series in Operations Research and Financial Engineering;2009
3. Renewal Processes and Random Walks;Stopped Random Walks;2009
4. Mixing Limit Theorems of Maximum of Absolute Sums and their Convergence Rates;Journal of Theoretical Probability;2005-10
5. Transient Phenomena in a Random Walk;Theory of Probability & Its Applications;2004-01