scientific article; zbMATH DE number 868165

MaRDI QIDQ4874049zbMATH OpenFDO

Authors Bronius Grigelionis

Publication date 7 November 1996

zbMATH Keywords

additive processesDoob-Esscher transformsextreme valuesMarkovian environment

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

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