Multiple extremal integrals

DOI10.1214/26-EJP1494MaRDI QIDQ6854345zbMATH OpenFDO

Authors Shuyang Bai, Jiemiao Chen

Publication date 25 February 2026

Published in Electronic Journal of Probability (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-probability/volume-31/issue-none/Multiple-extremal-integrals/10.1214/26-EJP1494.full

zbMATH Keywords

extreme value theorymultiple stochastic integralsrandom sup-measuresLePage representation

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stochastic integrals (60H05)

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