Passage Time and Fluctuation Calculations for Subexponential Levy Processes

Citation

Doney, R., Kluppelberg, C., and Maller, R. 2016, 'Passage Time and Fluctuation Calculations for Subexponential Levy Processes', Bernoulli; 22, 1491-1519.

Year

2016

ANU Authors

Field of Research

  • Stochastic Analysis And Modelling

Updated:  22 October 2019 / Responsible Officer:  Director (Research Services Division) / Page Contact:  Researchers