Asymptotic shape of the concave majorant of a Lévy process (2022)
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: https://ahl.centre-mersenne.org/item/10.5802/ahl.136.pdf
Type: Journal Article/Review
Volume: 5
Parent Publication: Annales Henri Lebesgue