Ruin probability with certain stationary stable claims generated by conservative flows (Q3590743): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probability with certain stationary stable claims generated by conservative flows |
scientific article |
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Ruin probability with certain stationary stable claims generated by conservative flows (English)
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3 September 2007
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ruin probability
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stable process
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heavy tail
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ergodic theory
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conservative flow
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null-recurrent Markov chain
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fractional Brownian motion
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