On the supremum of an infinitely divisible process
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Publication:1096240
DOI10.1016/0304-4149(87)90058-5zbMath0633.60025OpenAlexW2042160476MaRDI QIDQ1096240
Publication date: 1987
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(87)90058-5
Infinitely divisible distributions; stable distributions (60E07) Large deviations (60F10) Markov processes (60J99)
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