Publication:4839512
From MaRDI portal
zbMath0828.60030MaRDI QIDQ4839512
Publication date: 12 December 1995
60G70: Extreme value theory; extremal stochastic processes
60G44: Martingales with continuous parameter
Related Items
The Joint Law of a Max-Continuous Local Submartingale and Its Maximum, The maximum maximum of a martingale with given \(n\) marginals, On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale