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Asymptotic shape of the concave majorant of a Lévy process (2021)

First Author: Bang D

Attributed to: Coupling and Control in Continuous Time funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.13140/rg.2.2.29722.77767

Publication URI: http://rgdoi.net/10.13140/RG.2.2.29722.77767

Type: Other