bernyk.dalang.ea:08:law¶
BibTeX Entry:
@article{bernyk.dalang.ea:08:law,
author = {Bernyk, Violetta and Dalang, Robert C. and Peskir, Goran},
doi = {10.1214/07-AOP376},
fjournal = {The Annals of Probability},
issn = {0091-1798},
journal = {Ann. Probab.},
mrclass = {60G52 (26A33 45D05 60J75)},
mrnumber = {2440923},
mrreviewer = {Thomas D. Simon},
number = {5},
pages = {1777--1789},
title = {The law of the supremum of a stable {L}\'{e}vy process with no negative jumps},
url = {https://doi.org/10.1214/07-AOP376},
volume = {36},
year = {2008}
}