scientific article; zbMATH DE number 868165

zbMATH Open0849.60047MaRDI QIDQ4874049FDOQ4874049

Authors: Bronius Grigelionis 

Publication date: 7 November 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

extreme valuesadditive processesMarkovian environmentDoob-Esscher transforms

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Cited In (4)

• On mixed exponential processes and martingales
• Exponential functionals of Markov additive processes
• On statistical manifolds of solutions of martingale problems
• On the finiteness and tails of perpetuities under a Lamperti-Kiu map

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