"Joint distribution of a Lévy process and its running supremum."

Laure Coutin, Monique Pontier, Waly Ngom (2018)

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DOI: 10.1017/JPR.2018.32

access: closed

type: Journal Article

metadata version: 2020-04-16

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Laure Coutin, Monique Pontier, Waly Ngom:
Joint distribution of a Lévy process and its running supremum. J. Appl. Probab. 55(2): 488-512 (2018)

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