Exact asymptotics of component-wise extrema of two-dimensional Brownian motion

Dębicki, Krzysztof; Ji, Lanpeng; Rolski, Tomasz

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Exact asymptotics of component-wise extrema of two-dimensional Brownian motion

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Title: Exact asymptotics of component-wise extrema of two-dimensional Brownian motion
Journal title: Extremes
Creator: Dębicki, Krzysztof ; Ji, Lanpeng ; Rolski, Tomasz
Pages: s. 569-602
Date issued: 2020
Type: Tekst
Identifier: ISSN 1386-1999 ; https://doi.org/10.1007/s10687-020-00387-y
Language: eng
Has version: http://dx.doi.org/10.1007/s10687-020-00387-y
Detailed object type: art
Object type: Artykuł
Location: Vol. 23, iss. 4 (2020)

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