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Extremal Behavior of Stochastic Integrals Driven by Regularly Varying Lévy Processes

Extremal Behavior of Stochastic Integrals Driven by Regularly Varying Lévy Processes

Henrik Hult and Filip Lindskog
  • 期刊名称The Annals of Probability
  • 作者Henrik Hult and Filip Lindskog
  • 卷第35卷
  • 期第1期
  • 印刷ISSN0091-1798
  • 文件大小1850.13KB
  • 发表时间2007-04
  • DOI10.2307/25449973
  • 页码309-339
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