Distributions of suprema of Lévy processes via the heavy traffic invariance principle

Szczotka, Władysław; Woyczyński, Wojbor Andrzej

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Distributions of suprema of Lévy processes via the heavy traffic invariance principle

Description

Title: Distributions of suprema of Lévy processes via the heavy traffic invariance principle
Journal title: Probability and Mathematical Statistics
Creator: Szczotka, Władysław ; Woyczyński, Wojbor Andrzej
Pages: s. 251-272
Description: Ref. ; Abstr.
Language of abstract: eng
Date issued: 2003
Type: Tekst
Language: eng
Detailed object type: art
Object type: Artykuł
Location: Vol. 23, fasc. 2 (2003)

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