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On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion

On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion

S. Fotopoulos; V. Jandhyala; J. Wang
  • 作者S. Fotopoulos; V. Jandhyala; J. Wang
  • 文件大小386.97KB
  • 发表时间2015
  • DOI10.1016/j.spl.2015.07.018
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