The maximum on a random time interval of a random walk with long-tailed increments and negative drift Full article
| Journal |
Annals of Applied Probability
ISSN: 1050-5164 |
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| Output data | Year: 2003, Volume: 13, Number: 1, Pages: 37 - 53 Pages count : 17 DOI: 10.1214/aoap/1042765662 | ||
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Cite:
Foss S.
, Zachary S.
The maximum on a random time interval of a random walk with long-tailed increments and negative drift
Annals of Applied Probability. 2003. V.13. N1. P.37 - 53. DOI: 10.1214/aoap/1042765662 Scopus РИНЦ OpenAlex
The maximum on a random time interval of a random walk with long-tailed increments and negative drift
Annals of Applied Probability. 2003. V.13. N1. P.37 - 53. DOI: 10.1214/aoap/1042765662 Scopus РИНЦ OpenAlex
Identifiers:
| Scopus: | 2-s2.0-0037279540 |
| Elibrary: | 13798094 |
| OpenAlex: | W2962991465 |