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Teoriya Veroyatnostei i ee Primeneniya, 2010, Volume 55, Issue 3, Pages 530–547
DOI: https://doi.org/10.4213/tvp4240
(Mi tvp4240)
 

This article is cited in 1 scientific paper (total in 1 paper)

Limiting laws and penalization of certain Lévy processes by a function of their maximum

L. Nguyen-Ngoc

Université Paris XII Val de Marne
Full-text PDF (195 kB) Citations (1)
References:
Received: 23.04.2007
English version:
Theory of Probability and its Applications, 2011, Volume 55, Issue 3, Pages 444–459
DOI: https://doi.org/10.1137/S0040585X9798498X
Bibliographic databases:
Document Type: Article
Language: English
Citation: L. Nguyen-Ngoc, “Limiting laws and penalization of certain Lévy processes by a function of their maximum”, Teor. Veroyatnost. i Primenen., 55:3 (2010), 530–547; Theory Probab. Appl., 55:3 (2011), 444–459
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/tvp4240
  • https://doi.org/10.4213/tvp4240
  • https://www.mathnet.ru/eng/tvp/v55/i3/p530
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:374
    Full-text PDF :176
    References:55
     
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