On the tail asymptotics of the area swept under the Brownian storage graph

Arendarczyk, Marek; Dębicki, Krzysztof; Mandjes, Michel

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On the tail asymptotics of the area swept under the Brownian storage graph

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Title: On the tail asymptotics of the area swept under the Brownian storage graph
Journal title: Bernoulli
Creator: Arendarczyk, Marek ; Dębicki, Krzysztof ; Mandjes, Michel
Pages: s. 395-415
Description: Bibliogr. ; Streszcz. w jęz. ang.
Language of abstract: eng
Date issued: 2014
Type: Tekst
Identifier: ISSN 1350-7265 ; https://doi.org/10.3150/12-BEJ491
Language: eng
Has version: http://dx.doi.org/10.3150/12-BEJ491
Detailed object type: art
Object type: Artykuł
Location: Vol. 20, nr 2 (2014)

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